+7.2%
QCOM vs SWK
-25.4%
+32.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.6% | -6.9% | -8.3% |
| 7D | -15.5% | +11.3% | -26.7% | -19.5% |
| 30D | -13.4% | +28.1% | -41.5% | -22.8% |
| 3M | 0.0% | +12.6% | -12.5% | -5.5% |
| 6M | -15.2% | +51.7% | -66.9% | -30.2% |
| YTD | -6.9% | +60.0% | -66.9% | -25.9% |
| 1Y | -11.0% | +72.7% | -83.6% | -31.6% |
| 3Y | +39.8% | +46.3% | -6.6% | +9.0% |
| 5Y | +7.2% | -24.6% | +31.8% | +14.5% |
| All | +7.2% | -25.4% | +32.6% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling