+216.5%
QCOM vs SWK
+29.6%
+186.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +0.4% | +11.0% | -10.7% | -4.5% |
| 30D | -6.6% | +30.1% | -36.7% | -17.4% |
| 3M | +3.7% | +14.7% | -11.0% | -2.9% |
| 6M | -13.3% | +44.5% | -57.8% | -27.2% |
| YTD | -1.8% | +59.4% | -61.2% | -21.8% |
| 1Y | -2.5% | +77.5% | -80.0% | -26.3% |
| 3Y | +47.0% | +49.5% | -2.5% | +14.3% |
| 5Y | +13.1% | -24.9% | +38.0% | +16.7% |
| All | +216.5% | +29.6% | +186.9% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling