+6,751.7%
TEVA vs SWK
+1,275.2%
+5,476.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | +4.7% | -5.7% | +10.4% | +6.4% |
| 3M | +5.6% | +24.1% | -18.5% | -1.0% |
| 6M | +10.5% | +24.7% | -14.2% | +3.0% |
| YTD | +16.5% | +33.9% | -17.4% | +6.0% |
| 1Y | +96.8% | +34.7% | +62.1% | +78.3% |
| 3Y | +269.5% | +15.3% | +254.2% | +238.2% |
| 5Y | +283.5% | -39.3% | +322.8% | +308.7% |
| 10Y | -25.9% | +2.5% | -28.4% | -33.5% |
| All | +6,751.7% | +1,275.2% | +5,476.5% | +2,707.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling