+94.0%
BSX vs SWK
+29.6%
+64.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.9% | -4.1% |
| 7D | +1.8% | +11.0% | -9.2% | -1.1% |
| 30D | +2.8% | +30.1% | -27.2% | -4.4% |
| 3M | -13.3% | +14.7% | -27.9% | -16.6% |
| 6M | -23.7% | +44.5% | -68.2% | -31.5% |
| YTD | -55.2% | +59.4% | -114.5% | -61.5% |
| 1Y | -56.8% | +77.5% | -134.4% | -64.2% |
| 3Y | -19.0% | +49.5% | -68.5% | -33.1% |
| 5Y | -0.9% | -24.9% | +23.9% | +3.6% |
| All | +94.0% | +29.6% | +64.4% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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