-11.2%
VEEV vs SWK
-38.7%
+27.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.5% |
| 7D | -0.6% | -0.4% | -0.1% | -0.5% |
| 30D | +28.8% | -5.7% | +34.6% | +30.8% |
| 3M | +54.0% | +24.1% | +30.0% | +44.4% |
| 6M | +46.0% | +24.7% | +21.2% | +35.7% |
| YTD | +23.2% | +33.9% | -10.7% | +11.7% |
| 1Y | +1.9% | +34.7% | -32.8% | -8.3% |
| 3Y | +27.0% | +15.3% | +11.7% | +16.2% |
| All | -11.2% | -38.7% | +27.5% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling