+31.0%
SWKS vs VEEV
+547.1%
-516.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.6% | +3.3% |
| 7D | +11.8% | -5.2% | +17.0% | +14.0% |
| 30D | +6.7% | +14.9% | -8.2% | +0.4% |
| 3M | 0.0% | +58.4% | -58.3% | -17.9% |
| 6M | +38.7% | +35.5% | +3.2% | +19.7% |
| YTD | +21.4% | +18.6% | +2.7% | +9.8% |
| 1Y | +2.9% | -6.3% | +9.2% | +2.3% |
| 3Y | -16.4% | +20.2% | -36.6% | -28.3% |
| 5Y | -51.2% | -13.8% | -37.4% | -53.5% |
| 10Y | +31.0% | +542.0% | -511.0% | -44.6% |
| All | +31.0% | +547.1% | -516.0% | -44.6% |
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