+245.4%
UNH vs SWK
+3.3%
+242.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | -3.8% | -5.7% | +1.9% | -2.4% |
| 3M | +0.7% | +24.1% | -23.3% | -5.1% |
| 6M | +37.9% | +24.7% | +13.2% | +29.0% |
| YTD | +21.9% | +33.9% | -12.0% | +11.5% |
| 1Y | +31.4% | +34.7% | -3.3% | +19.6% |
| 3Y | -11.4% | +15.3% | -26.7% | -19.2% |
| 5Y | +2.5% | -39.3% | +41.8% | +14.4% |
| All | +245.4% | +3.3% | +242.1% | +189.3% |
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 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