+0.6%
SWKS vs VEEV
+56.3%
-55.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.6% |
| 7D | -6.2% | -2.9% | -3.2% | -5.7% |
| 30D | -1.5% | +7.5% | -9.0% | -2.9% |
| 3M | +23.0% | +39.5% | -16.5% | +14.7% |
| 6M | +27.6% | +81.5% | -53.9% | +11.9% |
| YTD | +32.3% | +36.1% | -3.7% | +25.0% |
| 1Y | +20.1% | +4.3% | +15.8% | +23.1% |
| 3Y | +0.6% | +54.8% | -54.2% | -11.7% |
| All | +0.6% | +56.3% | -55.7% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling