+32.1%
SWKS vs VEEV
+700.8%
-668.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +2.0% |
| 7D | -6.2% | -2.9% | -3.2% | -5.1% |
| 30D | -1.5% | +7.5% | -9.0% | -4.4% |
| 3M | +23.0% | +39.5% | -16.5% | +6.9% |
| 6M | +27.6% | +81.5% | -53.9% | -1.7% |
| YTD | +32.3% | +36.1% | -3.7% | +13.1% |
| 1Y | +20.1% | +4.3% | +15.8% | +14.4% |
| 3Y | +0.6% | +54.8% | -54.2% | -22.4% |
| 5Y | -42.3% | -4.7% | -37.6% | -47.1% |
| All | +32.1% | +700.8% | -668.6% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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