+28.7%
SWK vs BMRN
-32.2%
+60.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +11.0% | -4.2% | +15.3% | +12.7% |
| 30D | +30.1% | +1.5% | +28.5% | +29.5% |
| 3M | +14.7% | -8.8% | +23.5% | +17.7% |
| 6M | +44.5% | +2.6% | +41.9% | +42.0% |
| YTD | +59.4% | -5.7% | +65.1% | +60.5% |
| 1Y | +77.5% | +8.1% | +69.4% | +69.4% |
| 3Y | +49.5% | -26.5% | +75.9% | +58.1% |
| 5Y | -24.9% | -33.2% | +8.3% | -20.0% |
| All | +28.7% | -32.2% | +60.9% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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