+7,997.3%
TEVA vs SWK
+1,582.6%
+6,414.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.1% |
| 7D | +5.6% | +10.7% | -5.1% | +2.3% |
| 30D | +4.5% | +33.3% | -28.8% | -3.9% |
| 3M | +21.5% | +14.7% | +6.9% | +16.3% |
| 6M | +20.3% | +48.5% | -28.3% | +6.6% |
| YTD | +37.7% | +63.9% | -26.2% | +17.8% |
| 1Y | +79.3% | +80.4% | -1.1% | +49.1% |
| 3Y | +390.0% | +58.1% | +331.8% | +308.8% |
| 5Y | +362.0% | -24.5% | +386.5% | +361.2% |
| 10Y | +12.2% | +29.5% | -17.3% | -5.9% |
| All | +7,997.3% | +1,582.6% | +6,414.6% | +3,018.0% |
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