+107.9%
BSX vs SWKS
+35.1%
+72.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.6% |
| 7D | +2.8% | -3.1% | +5.9% | +3.4% |
| 30D | +4.6% | +8.3% | -3.7% | +2.6% |
| 3M | -11.4% | +20.2% | -31.7% | -16.3% |
| 6M | -17.1% | +24.9% | -42.0% | -23.3% |
| YTD | -53.1% | +33.2% | -86.3% | -57.8% |
| 1Y | -55.7% | +23.6% | -79.3% | -59.4% |
| 3Y | -13.3% | +1.3% | -14.6% | -21.3% |
| 5Y | +5.3% | -40.6% | +45.9% | +9.3% |
| All | +107.9% | +35.1% | +72.8% | +50.9% |
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