-17.7%
BSX vs SWKS
+11.4%
-29.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.7% | -4.8% | -2.2% |
| 7D | -1.0% | +10.9% | -11.8% | -1.5% |
| 30D | +2.1% | +17.6% | -15.5% | +1.2% |
| 3M | -14.0% | +29.2% | -43.2% | -16.0% |
| 6M | -18.3% | +37.0% | -55.3% | -20.6% |
| YTD | -53.6% | +44.9% | -98.6% | -55.4% |
| 1Y | -57.6% | +33.8% | -91.4% | -58.8% |
| All | -17.7% | +11.4% | -29.1% | -19.7% |
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 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