+63.5%
VTRS vs SWK
+22.8%
+40.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | 0.0% |
| 7D | -3.5% | -4.6% | +1.1% | -2.1% |
| 30D | +2.1% | -9.9% | +12.0% | +5.2% |
| 3M | +2.6% | +15.4% | -12.8% | -2.0% |
| 6M | +17.8% | +25.0% | -7.2% | +8.7% |
| YTD | +35.7% | +27.2% | +8.4% | +23.5% |
| 1Y | +63.5% | +24.6% | +38.9% | +46.9% |
| All | +63.5% | +22.8% | +40.7% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling