+27.6%
SWKS vs BIIB
-28.8%
+56.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.2% | +3.9% |
| 7D | +12.5% | +1.1% | +11.4% | +12.2% |
| 30D | +10.5% | +6.9% | +3.6% | +8.8% |
| 3M | -7.4% | +12.4% | -19.8% | -10.2% |
| 6M | +32.7% | +16.3% | +16.4% | +27.3% |
| YTD | +19.2% | +25.5% | -6.3% | +11.9% |
| 1Y | +2.4% | +57.8% | -55.4% | -9.2% |
| 3Y | -25.6% | -17.3% | -8.3% | -24.8% |
| 5Y | -53.4% | -33.8% | -19.6% | -51.7% |
| All | +27.6% | -28.8% | +56.3% | +26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling