+436.3%
DXCM vs SWK
+30.0%
+406.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -2.0% | -3.8% |
| 7D | +5.7% | +11.3% | -5.6% | +2.3% |
| 30D | +1.3% | +28.1% | -26.8% | -6.0% |
| 3M | +2.2% | +12.6% | -10.4% | -1.7% |
| 6M | +42.0% | +51.7% | -9.7% | +24.3% |
| YTD | +27.3% | +60.0% | -32.7% | +8.9% |
| 1Y | +42.5% | +72.7% | -30.2% | +18.9% |
| 3Y | -13.3% | +46.3% | -59.6% | -27.6% |
| 5Y | -46.8% | -24.6% | -22.2% | -47.3% |
| All | +436.3% | +30.0% | +406.2% | +291.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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