+68.5%
BMY vs SWKS
+33.1%
+35.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.7% |
| 7D | -0.5% | -6.2% | +5.6% | +0.2% |
| 30D | +4.1% | -1.5% | +5.6% | +4.2% |
| 3M | -2.1% | +23.0% | -25.1% | -5.3% |
| 6M | +12.2% | +27.6% | -15.4% | +7.1% |
| YTD | +20.3% | +32.3% | -12.0% | +13.7% |
| 1Y | +39.2% | +20.1% | +19.1% | +33.3% |
| 3Y | +35.6% | +0.6% | +34.9% | +29.5% |
| 5Y | +28.6% | -42.3% | +70.9% | +31.5% |
| All | +68.5% | +33.1% | +35.4% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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