+109.9%
BSX vs SWK
+21.9%
+88.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -1.5% | -2.3% | +0.8% | -0.9% |
| 30D | +2.9% | +30.4% | -27.5% | -4.4% |
| 3M | -11.8% | +12.1% | -24.0% | -14.7% |
| 6M | -15.4% | +49.1% | -64.5% | -24.8% |
| YTD | -52.7% | +60.4% | -113.1% | -59.4% |
| 1Y | -56.0% | +78.3% | -134.3% | -63.5% |
| 3Y | -12.5% | +53.3% | -65.8% | -28.3% |
| 5Y | +7.6% | -27.0% | +34.5% | +14.1% |
| 10Y | +109.9% | +20.8% | +89.1% | +67.5% |
| All | +109.9% | +21.9% | +88.0% | +67.5% |
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