+704.3%
VTRS vs SWK
+1,536.3%
-832.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.3% | +5.1% |
| 7D | +4.6% | +11.0% | -6.5% | +0.7% |
| 30D | +13.8% | +30.1% | -16.2% | +4.1% |
| 3M | +23.1% | +14.7% | +8.5% | +17.1% |
| 6M | +26.7% | +44.5% | -17.8% | +11.1% |
| YTD | +63.7% | +59.4% | +4.3% | +38.1% |
| 1Y | +103.9% | +77.5% | +26.4% | +65.7% |
| 3Y | +145.2% | +49.5% | +95.8% | +104.6% |
| 5Y | +79.0% | -24.9% | +103.8% | +80.5% |
| 10Y | -28.8% | +31.8% | -60.5% | -42.9% |
| All | +704.3% | +1,536.3% | -832.1% | +183.3% |
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