+6.0%
BSX vs SWK
-38.7%
+44.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.7% |
| 7D | +2.0% | -0.4% | +2.5% | +2.1% |
| 30D | +0.1% | -5.7% | +5.8% | +0.9% |
| 3M | -2.1% | +24.1% | -26.2% | -5.1% |
| 6M | -33.8% | +24.7% | -58.5% | -36.0% |
| YTD | -49.9% | +33.9% | -83.8% | -52.3% |
| 1Y | -55.4% | +34.7% | -90.1% | -57.8% |
| 3Y | -10.9% | +15.3% | -26.1% | -15.7% |
| All | +6.0% | -38.7% | +44.7% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling