+225.1%
UNH vs SWK
+21.9%
+203.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -1.6% | -2.3% | +0.7% | -1.0% |
| 30D | +6.5% | +30.4% | -24.0% | -0.5% |
| 3M | +0.8% | +12.1% | -11.3% | -2.4% |
| 6M | +6.1% | +49.1% | -43.0% | -4.9% |
| YTD | +24.5% | +60.4% | -36.0% | +8.6% |
| 1Y | +26.3% | +78.3% | -52.0% | +7.1% |
| 3Y | -20.7% | +53.3% | -74.0% | -33.0% |
| 5Y | -3.6% | -27.0% | +23.4% | +2.6% |
| 10Y | +225.1% | +20.8% | +204.2% | +172.5% |
| All | +225.1% | +21.9% | +203.2% | +172.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling