+713.1%
SWK vs BMRN
+320.9%
+392.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +11.0% | -4.2% | +15.3% | +11.9% |
| 30D | +30.1% | +1.5% | +28.5% | +29.8% |
| 3M | +14.7% | -8.8% | +23.5% | +16.3% |
| 6M | +44.5% | +2.6% | +41.9% | +43.3% |
| YTD | +59.4% | -5.7% | +65.1% | +60.1% |
| 1Y | +77.5% | +8.1% | +69.4% | +73.7% |
| 3Y | +49.5% | -26.5% | +75.9% | +54.7% |
| 5Y | -24.9% | -33.2% | +8.3% | -21.8% |
| 10Y | +31.8% | -31.7% | +63.4% | +33.2% |
| All | +713.1% | +320.9% | +392.3% | +534.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling