+742.2%
VTRS vs SWK
+1,559.0%
-816.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.2% |
| 7D | +10.2% | +11.3% | -1.1% | +6.1% |
| 30D | +18.2% | +31.5% | -13.3% | +7.7% |
| 3M | +29.0% | +14.4% | +14.6% | +22.8% |
| 6M | +23.2% | +46.4% | -23.2% | +7.7% |
| YTD | +71.4% | +61.6% | +9.8% | +43.9% |
| 1Y | +112.3% | +78.7% | +33.5% | +72.2% |
| 3Y | +157.1% | +54.4% | +102.7% | +112.2% |
| 5Y | +77.0% | -25.3% | +102.3% | +78.8% |
| 10Y | -31.8% | +22.4% | -54.2% | -44.1% |
| All | +742.2% | +1,559.0% | -816.8% | +195.3% |
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 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