+27.3%
BMY vs SWKS
-42.6%
+69.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.7% |
| 7D | -0.5% | -6.2% | +5.6% | -0.1% |
| 30D | +4.1% | -1.5% | +5.6% | +4.1% |
| 3M | -3.1% | +23.0% | -26.1% | -5.0% |
| 6M | +11.0% | +27.6% | -16.6% | +7.9% |
| YTD | +19.1% | +32.3% | -13.2% | +14.9% |
| 1Y | +37.8% | +20.1% | +17.6% | +34.0% |
| 3Y | +34.2% | +0.6% | +33.5% | +30.1% |
| All | +27.3% | -42.6% | +69.9% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling