+898.5%
BSX vs SWKS
+10,402.3%
-9,503.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.2% | -5.4% | -4.4% |
| 7D | +1.8% | -6.2% | +8.0% | +2.4% |
| 30D | +2.8% | -1.5% | +4.3% | +2.9% |
| 3M | -13.3% | +23.0% | -36.3% | -15.6% |
| 6M | -23.7% | +27.6% | -51.3% | -26.3% |
| YTD | -55.2% | +32.3% | -87.5% | -57.1% |
| 1Y | -56.8% | +20.1% | -77.0% | -58.3% |
| 3Y | -19.0% | +0.6% | -19.7% | -21.8% |
| 5Y | -0.9% | -42.3% | +41.4% | +0.3% |
| 10Y | +98.3% | +35.9% | +62.3% | +82.5% |
| All | +898.5% | +10,402.3% | -9,503.8% | +438.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling