-19.0%
BSX vs SWKS
-0.7%
-18.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.2% | -5.4% | -4.3% |
| 7D | +1.8% | -6.2% | +8.0% | +2.1% |
| 30D | +2.8% | -1.5% | +4.3% | +2.8% |
| 3M | -13.3% | +23.0% | -36.3% | -15.2% |
| 6M | -23.7% | +27.6% | -51.3% | -25.7% |
| YTD | -55.2% | +32.3% | -87.5% | -56.7% |
| 1Y | -56.8% | +20.1% | -77.0% | -57.8% |
| 3Y | -19.0% | +0.6% | -19.7% | -21.0% |
| All | -19.0% | -0.7% | -18.4% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling