+57.5%
BMY vs SWK
+32.9%
+24.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.6% |
| 7D | -1.4% | +10.7% | -12.1% | -3.4% |
| 30D | +5.1% | +33.3% | -28.2% | -0.8% |
| 3M | -3.0% | +14.7% | -17.7% | -5.8% |
| 6M | +13.1% | +48.5% | -35.5% | +4.0% |
| YTD | +20.3% | +63.9% | -43.6% | +8.0% |
| 1Y | +39.0% | +80.4% | -41.4% | +22.3% |
| 3Y | +42.0% | +58.1% | -16.1% | +25.4% |
| 5Y | +28.5% | -24.5% | +53.0% | +30.2% |
| 10Y | +57.5% | +29.5% | +28.0% | +35.5% |
| All | +57.5% | +32.9% | +24.6% | +35.5% |
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