-41.9%
SWKS vs NVS
+135.9%
-177.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -2.7% | +1.3% | -4.1% | -3.1% |
| 30D | +8.5% | +13.9% | -5.4% | +4.5% |
| 3M | +17.3% | +4.7% | +12.6% | +14.9% |
| 6M | +25.1% | +12.1% | +13.0% | +19.2% |
| YTD | +33.3% | +22.3% | +11.0% | +23.0% |
| 1Y | +22.9% | +33.5% | -10.6% | +9.9% |
| 3Y | +5.5% | +94.7% | -89.2% | -16.7% |
| 5Y | -41.9% | +137.6% | -179.5% | -54.1% |
| All | -41.9% | +135.9% | -177.8% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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