+216.1%
UNH vs SWK
+18.1%
+197.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +3.4% | -1.4% | +4.8% | +3.7% |
| 30D | +3.0% | +25.5% | -22.5% | -2.9% |
| 3M | +2.7% | +11.8% | -9.1% | -0.5% |
| 6M | +2.8% | +48.7% | -45.9% | -7.8% |
| YTD | +25.9% | +57.2% | -31.3% | +10.3% |
| 1Y | +25.8% | +75.3% | -49.5% | +7.0% |
| 3Y | -20.0% | +51.9% | -72.0% | -32.3% |
| 5Y | -2.8% | -30.7% | +27.9% | +5.4% |
| All | +216.1% | +18.1% | +197.9% | +160.5% |
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