-22.1%
SWK vs BBIO
+136.9%
-159.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.7% | +2.0% | -2.1% |
| 7D | -6.7% | -3.9% | -2.9% | -6.3% |
| 30D | -13.5% | -13.4% | -0.1% | -12.0% |
| 3M | +16.2% | +7.6% | +8.6% | +14.9% |
| 6M | +22.7% | -2.4% | +25.2% | +22.6% |
| YTD | +23.8% | -5.2% | +29.0% | +23.6% |
| 1Y | +20.9% | +36.9% | -16.0% | +15.0% |
| 3Y | +10.6% | +155.2% | -144.6% | -4.5% |
| 5Y | -42.5% | +44.0% | -86.5% | -55.4% |
| All | -22.1% | +136.9% | -159.0% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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