+113.3%
BSX vs SWK
+18.1%
+95.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +3.7% | -1.4% | +5.1% | +4.1% |
| 30D | +3.1% | +25.5% | -22.3% | -3.2% |
| 3M | -14.2% | +11.8% | -26.0% | -16.9% |
| 6M | -16.4% | +48.7% | -65.1% | -25.6% |
| YTD | -53.5% | +57.2% | -110.7% | -59.9% |
| 1Y | -57.8% | +75.3% | -133.0% | -64.8% |
| 3Y | -17.4% | +51.9% | -69.4% | -32.2% |
| 5Y | +5.4% | -30.7% | +36.1% | +14.1% |
| All | +113.3% | +18.1% | +95.2% | +71.6% |
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