+25.8%
BMY vs SWKS
-53.5%
+79.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.1% |
| 7D | +0.4% | +12.5% | -12.1% | -0.6% |
| 30D | +5.0% | +10.5% | -5.5% | +4.1% |
| 3M | +19.4% | -7.4% | +26.8% | +19.8% |
| 6M | +9.5% | +32.7% | -23.1% | +6.1% |
| YTD | +28.1% | +19.2% | +8.9% | +25.0% |
| 1Y | +50.0% | +2.4% | +47.6% | +48.0% |
| 3Y | +24.1% | -25.6% | +49.7% | +22.4% |
| All | +25.8% | -53.5% | +79.3% | +21.5% |
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