-36.7%
SWK vs BMRN
-14.7%
-22.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.4% | +2.9% | -3.3% | -1.2% |
| 30D | -5.7% | +11.0% | -16.8% | -8.6% |
| 3M | +24.1% | +17.8% | +6.3% | +18.2% |
| 6M | +24.7% | +10.1% | +14.6% | +20.7% |
| YTD | +33.9% | +11.9% | +22.0% | +28.8% |
| 1Y | +34.7% | +17.2% | +17.4% | +27.0% |
| 3Y | +15.3% | -28.5% | +43.8% | +21.3% |
| All | -36.7% | -14.7% | -22.0% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling