+282.1%
TEVA vs SWK
+14.2%
+267.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +2.0% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | +4.0% | -9.7% | +13.7% | +6.5% |
| 3M | +10.5% | +19.5% | -8.9% | +5.3% |
| 6M | +18.4% | +26.0% | -7.6% | +10.7% |
| YTD | +17.8% | +29.1% | -11.3% | +8.9% |
| 1Y | +90.5% | +23.7% | +66.8% | +77.2% |
| 3Y | +282.1% | +15.3% | +266.8% | +246.8% |
| All | +282.1% | +14.2% | +267.9% | +246.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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