+227.5%
UNH vs SWK
+26.9%
+200.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.2% |
| 7D | +0.2% | +11.3% | -11.1% | -2.6% |
| 30D | +6.8% | +31.5% | -24.7% | -0.4% |
| 3M | -0.3% | +14.4% | -14.7% | -3.9% |
| 6M | +7.9% | +46.4% | -38.5% | -2.8% |
| YTD | +25.1% | +61.6% | -36.4% | +9.0% |
| 1Y | +29.3% | +78.7% | -49.4% | +9.6% |
| 3Y | -20.3% | +54.4% | -74.7% | -32.7% |
| 5Y | -3.6% | -25.3% | +21.7% | +1.8% |
| 10Y | +227.5% | +22.4% | +205.1% | +174.8% |
| All | +227.5% | +26.9% | +200.6% | +174.8% |
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