-1.4%
BSX vs SWKS
-42.6%
+41.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.2% | -5.4% | -4.4% |
| 7D | +1.8% | -6.2% | +8.0% | +2.5% |
| 30D | +2.8% | -1.5% | +4.3% | +2.8% |
| 3M | -13.3% | +23.0% | -36.3% | -16.4% |
| 6M | -23.7% | +27.6% | -51.3% | -27.2% |
| YTD | -55.2% | +32.3% | -87.5% | -57.8% |
| 1Y | -56.8% | +20.1% | -77.0% | -58.7% |
| 3Y | -19.0% | +0.6% | -19.7% | -24.3% |
| All | -1.4% | -42.6% | +41.2% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling