+32.4%
SWKS vs BIIB
-18.3%
+50.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.2% |
| 7D | -2.7% | +2.4% | -5.1% | -3.3% |
| 30D | +8.5% | +12.9% | -4.4% | +5.4% |
| 3M | +17.3% | +22.6% | -5.3% | +11.8% |
| 6M | +25.1% | +31.7% | -6.6% | +16.8% |
| YTD | +33.3% | +44.8% | -11.5% | +21.1% |
| 1Y | +22.9% | +63.9% | -41.0% | +8.4% |
| 3Y | +5.5% | +13.5% | -7.9% | -0.5% |
| 5Y | -41.9% | -5.6% | -36.3% | -44.0% |
| 10Y | +32.4% | -20.3% | +52.7% | +18.5% |
| All | +32.4% | -18.3% | +50.7% | +18.5% |
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