+136,006.1%
UNH vs SWK
+1,275.2%
+134,730.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 3M | +0.7% | +24.1% | -23.3% | -5.9% |
| 6M | +37.9% | +24.7% | +13.2% | +27.7% |
| YTD | +21.9% | +33.9% | -12.0% | +10.2% |
| 1Y | +31.4% | +34.7% | -3.3% | +18.1% |
| 3Y | -11.4% | +15.3% | -26.7% | -20.5% |
| 5Y | +2.5% | -39.3% | +41.8% | +7.9% |
| 10Y | +242.9% | +2.5% | +240.4% | +188.1% |
| All | +136,006.1% | +1,275.2% | +134,730.9% | +38,132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling