+11.5%
SWKS vs BMRN
-31.2%
+42.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +9.4% | +2.1% | +7.3% | +8.9% |
| 30D | +17.0% | +3.8% | +13.2% | +15.8% |
| 3M | +28.9% | -16.5% | +45.4% | +34.3% |
| 6M | +33.1% | +6.9% | +26.3% | +29.4% |
| YTD | +44.8% | -3.7% | +48.5% | +44.5% |
| 1Y | +36.2% | +5.6% | +30.7% | +30.5% |
| 3Y | +11.5% | -31.4% | +42.9% | +22.1% |
| All | +11.5% | -31.2% | +42.7% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling