+1,749.1%
BMY vs SWKS
+8,307.4%
-6,558.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.1% |
| 7D | +0.4% | +12.5% | -12.1% | -0.4% |
| 30D | +5.0% | +10.5% | -5.5% | +4.3% |
| 3M | +19.4% | -7.4% | +26.8% | +19.7% |
| 6M | +9.5% | +32.7% | -23.1% | +7.2% |
| YTD | +28.1% | +19.2% | +8.9% | +26.0% |
| 1Y | +50.0% | +2.4% | +47.6% | +48.8% |
| 3Y | +24.1% | -25.6% | +49.7% | +24.3% |
| 5Y | +25.0% | -53.4% | +78.4% | +27.7% |
| 10Y | +68.7% | +23.2% | +45.5% | +60.6% |
| All | +1,749.1% | +8,307.4% | -6,558.3% | +1,175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling