+60.1%
BMY vs SWK
+18.1%
+41.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +2.1% | -1.4% | +3.5% | +2.3% |
| 30D | +7.0% | +25.5% | -18.5% | +2.2% |
| 3M | -0.9% | +11.8% | -12.7% | -3.2% |
| 6M | +14.9% | +48.7% | -33.8% | +5.7% |
| YTD | +22.8% | +57.2% | -34.4% | +11.1% |
| 1Y | +36.2% | +75.3% | -39.0% | +20.5% |
| 3Y | +45.7% | +51.9% | -6.3% | +29.7% |
| 5Y | +31.3% | -30.7% | +62.0% | +35.7% |
| All | +60.1% | +18.1% | +41.9% | +36.6% |
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