-19.0%
BSX vs SWK
+46.0%
-65.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.9% | -4.2% |
| 7D | +1.8% | +11.0% | -9.2% | +1.0% |
| 30D | +2.8% | +30.1% | -27.2% | +0.9% |
| 3M | -13.3% | +14.7% | -27.9% | -14.3% |
| 6M | -23.7% | +44.5% | -68.2% | -25.5% |
| YTD | -55.2% | +59.4% | -114.5% | -56.7% |
| 1Y | -56.8% | +77.5% | -134.4% | -58.8% |
| 3Y | -19.0% | +49.5% | -68.5% | -22.9% |
| All | -19.0% | +46.0% | -65.0% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling