+68.5%
BMY vs SWK
+29.6%
+39.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -0.5% | +11.0% | -11.6% | -2.7% |
| 30D | +4.1% | +30.1% | -26.0% | -1.3% |
| 3M | -2.1% | +14.7% | -16.8% | -4.9% |
| 6M | +12.2% | +44.5% | -32.3% | +3.7% |
| YTD | +20.3% | +59.4% | -39.1% | +8.6% |
| 1Y | +39.2% | +77.5% | -38.3% | +22.8% |
| 3Y | +35.6% | +49.5% | -13.9% | +21.1% |
| 5Y | +28.6% | -24.9% | +53.5% | +30.2% |
| All | +68.5% | +29.6% | +39.0% | +41.3% |
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