+724.4%
SWK vs BMRN
+329.1%
+395.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +11.3% | +2.6% | +8.7% | +10.9% |
| 30D | +31.5% | +4.3% | +27.2% | +30.6% |
| 3M | +14.4% | -17.1% | +31.5% | +18.0% |
| 6M | +46.4% | +5.7% | +40.7% | +44.5% |
| YTD | +61.6% | -3.9% | +65.5% | +61.8% |
| 1Y | +78.7% | +8.5% | +70.3% | +74.8% |
| 3Y | +54.4% | -32.0% | +86.4% | +62.0% |
| 5Y | -25.3% | -29.9% | +4.6% | -22.8% |
| 10Y | +22.4% | -38.9% | +61.3% | +25.6% |
| All | +724.4% | +329.1% | +395.3% | +541.3% |
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