+678.4%
VEEV vs SWK
+29.6%
+648.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -2.9% | +11.0% | -14.0% | -6.1% |
| 30D | +7.5% | +30.1% | -22.5% | -0.7% |
| 3M | +39.5% | +14.7% | +24.8% | +33.4% |
| 6M | +81.5% | +44.5% | +37.0% | +61.2% |
| YTD | +36.1% | +59.4% | -23.3% | +16.0% |
| 1Y | +4.3% | +77.5% | -73.2% | -14.3% |
| 3Y | +54.8% | +49.5% | +5.4% | +29.3% |
| 5Y | -4.7% | -24.9% | +20.2% | -3.9% |
| All | +678.4% | +29.6% | +648.8% | +521.3% |
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