+32.4%
SWKS vs VEEV
+699.2%
-666.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | -2.7% | -0.2% | -2.6% | -2.7% |
| 30D | +8.5% | +3.5% | +5.0% | +6.9% |
| 3M | +17.3% | +32.9% | -15.7% | +3.8% |
| 6M | +25.1% | +84.2% | -59.1% | -4.2% |
| YTD | +33.3% | +37.3% | -3.9% | +13.6% |
| 1Y | +22.9% | +3.9% | +19.0% | +17.3% |
| 3Y | +5.5% | +83.9% | -78.4% | -24.1% |
| 5Y | -41.9% | -4.3% | -37.6% | -46.8% |
| 10Y | +32.4% | +669.1% | -636.7% | -46.9% |
| All | +32.4% | +699.2% | -666.7% | -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