+101.6%
BSX vs SWKS
+37.5%
+64.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.8% |
| 7D | -0.7% | -2.7% | +2.1% | -0.1% |
| 30D | +3.0% | +8.5% | -5.5% | +1.0% |
| 3M | -10.7% | +17.3% | -28.0% | -15.2% |
| 6M | -18.4% | +25.1% | -43.5% | -24.5% |
| YTD | -53.8% | +33.3% | -87.2% | -58.5% |
| 1Y | -56.0% | +22.9% | -78.9% | -59.6% |
| 3Y | -14.4% | +5.5% | -19.9% | -23.3% |
| 5Y | +2.9% | -41.9% | +44.8% | +7.6% |
| 10Y | +101.6% | +32.4% | +69.1% | +46.7% |
| All | +101.6% | +37.5% | +64.0% | +46.7% |
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