+30.5%
BMY vs SWKS
-41.2%
+71.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.8% | -3.1% | +4.9% | +2.0% |
| 30D | +6.2% | +8.3% | -2.1% | +5.6% |
| 3M | -2.1% | +20.2% | -22.4% | -3.9% |
| 6M | +14.3% | +24.9% | -10.7% | +11.3% |
| YTD | +21.6% | +33.2% | -11.5% | +17.3% |
| 1Y | +38.8% | +23.6% | +15.2% | +34.7% |
| 3Y | +42.9% | +1.3% | +41.7% | +38.5% |
| All | +30.5% | -41.2% | +71.7% | +21.9% |
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 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