+291.9%
TEVA vs SWK
-38.5%
+330.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.9% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +4.0% | -8.9% | +12.9% | +6.7% |
| 3M | +10.5% | +20.5% | -10.0% | +4.2% |
| 6M | +18.4% | +27.1% | -8.7% | +9.3% |
| YTD | +17.8% | +30.2% | -12.4% | +7.4% |
| 1Y | +90.5% | +24.8% | +65.7% | +75.2% |
| 3Y | +282.1% | +16.3% | +265.8% | +243.4% |
| 5Y | +291.9% | -40.1% | +332.0% | +334.6% |
| All | +291.9% | -38.5% | +330.4% | +334.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling