+39.3%
QCOM vs SWK
+46.5%
-7.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.6% | -6.9% | -8.4% |
| 7D | -15.5% | +11.3% | -26.7% | -19.2% |
| 30D | -13.4% | +28.1% | -41.5% | -22.1% |
| 3M | 0.0% | +12.6% | -12.5% | -5.1% |
| 6M | -15.2% | +51.7% | -66.9% | -29.1% |
| YTD | -6.9% | +60.0% | -66.9% | -24.4% |
| 1Y | -11.0% | +72.7% | -83.6% | -30.0% |
| All | +39.3% | +46.5% | -7.2% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling