+32.4%
SWKS vs BMRN
-35.8%
+68.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.1% |
| 7D | -2.7% | -0.5% | -2.3% | -2.7% |
| 30D | +8.5% | +4.3% | +4.1% | +6.7% |
| 3M | +17.3% | -10.4% | +27.7% | +21.1% |
| 6M | +25.1% | +5.8% | +19.3% | +20.7% |
| YTD | +33.3% | -3.8% | +37.1% | +32.2% |
| 1Y | +22.9% | +11.1% | +11.8% | +14.0% |
| 3Y | +5.5% | -31.7% | +37.2% | +15.4% |
| 5Y | -41.9% | -30.9% | -11.0% | -38.7% |
| 10Y | +32.4% | -37.7% | +70.2% | +29.0% |
| All | +32.4% | -35.8% | +68.2% | +29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling