-29.9%
SWK vs BIIB
-7.5%
-22.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | -0.2% |
| 7D | -1.4% | +2.0% | -3.4% | -2.0% |
| 30D | +25.5% | +8.8% | +16.6% | +22.1% |
| 3M | +11.8% | +20.3% | -8.5% | +5.2% |
| 6M | +48.7% | +23.9% | +24.8% | +37.8% |
| YTD | +57.2% | +44.0% | +13.2% | +37.3% |
| 1Y | +75.3% | +53.8% | +21.4% | +49.6% |
| 3Y | +51.9% | +13.8% | +38.1% | +36.2% |
| All | -29.9% | -7.5% | -22.4% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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