-20.0%
UNH vs SWK
+50.7%
-70.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +3.4% | -1.4% | +4.8% | +3.5% |
| 30D | +3.0% | +25.5% | -22.5% | +0.5% |
| 3M | +2.7% | +11.8% | -9.1% | +1.4% |
| 6M | +2.8% | +48.7% | -45.9% | -2.0% |
| YTD | +25.9% | +57.2% | -31.3% | +18.7% |
| 1Y | +25.8% | +75.3% | -49.5% | +17.0% |
| 3Y | -20.0% | +51.9% | -72.0% | -23.4% |
| All | -20.0% | +50.7% | -70.7% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling