+59.3%
BMY vs SWKS
+43.2%
+16.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.0% | -5.8% | -0.6% |
| 7D | -2.0% | +5.7% | -7.7% | -2.7% |
| 30D | +9.3% | +17.3% | -8.1% | +7.0% |
| 3M | -0.1% | +28.3% | -28.3% | -3.8% |
| 6M | +15.5% | +26.1% | -10.6% | +10.6% |
| YTD | +21.8% | +41.1% | -19.3% | +14.2% |
| 1Y | +34.9% | +31.4% | +3.5% | +27.6% |
| 3Y | +43.2% | +7.3% | +35.9% | +35.7% |
| 5Y | +30.7% | -37.7% | +68.4% | +32.3% |
| 10Y | +59.3% | +46.0% | +13.2% | +50.9% |
| All | +59.3% | +43.2% | +16.1% | +50.9% |
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