+104.3%
BSX vs SWK
+26.9%
+77.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +3.0% | +1.9% |
| 7D | +2.8% | +11.3% | -8.5% | -0.3% |
| 30D | +4.6% | +31.5% | -26.9% | -3.1% |
| 3M | -11.4% | +14.4% | -25.8% | -14.8% |
| 6M | -17.1% | +46.4% | -63.5% | -25.9% |
| YTD | -53.1% | +61.6% | -114.7% | -59.9% |
| 1Y | -55.7% | +78.7% | -134.4% | -63.3% |
| 3Y | -13.3% | +54.4% | -67.7% | -29.1% |
| 5Y | +5.3% | -25.3% | +30.6% | +10.7% |
| 10Y | +104.3% | +22.4% | +81.9% | +62.1% |
| All | +104.3% | +26.9% | +77.4% | +62.1% |
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