+95.8%
BSX vs SWKS
+25.6%
+70.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +1.0% |
| 7D | +2.0% | +12.5% | -10.5% | -0.8% |
| 30D | +0.1% | +10.5% | -10.4% | -2.3% |
| 3M | -2.1% | -7.4% | +5.2% | -1.2% |
| 6M | -33.8% | +32.7% | -66.5% | -39.4% |
| YTD | -49.9% | +19.2% | -69.0% | -53.1% |
| 1Y | -55.4% | +2.4% | -57.8% | -57.0% |
| 3Y | -10.9% | -25.6% | +14.8% | -10.8% |
| 5Y | +6.4% | -53.4% | +59.8% | +19.9% |
| All | +95.8% | +25.6% | +70.2% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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