+46.0%
SWKS vs BIIB
-20.9%
+66.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.1% | +5.9% | +5.9% |
| 7D | +5.7% | -0.4% | +6.1% | +5.8% |
| 30D | +17.3% | +10.5% | +6.9% | +14.6% |
| 3M | +28.3% | +24.3% | +4.0% | +21.8% |
| 6M | +26.1% | +28.0% | -2.0% | +18.4% |
| YTD | +41.1% | +44.0% | -2.9% | +28.3% |
| 1Y | +31.4% | +58.8% | -27.4% | +16.8% |
| 3Y | +7.3% | +12.7% | -5.4% | +1.3% |
| 5Y | -37.7% | -4.9% | -32.8% | -40.0% |
| 10Y | +46.0% | -20.6% | +66.6% | +32.3% |
| All | +46.0% | -20.9% | +66.9% | +32.3% |
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