-51.2%
SWKS vs BMRN
-16.8%
-34.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +2.7% |
| 7D | +11.8% | -0.3% | +12.1% | +11.9% |
| 30D | +6.7% | +1.3% | +5.5% | +6.1% |
| 3M | 0.0% | +14.3% | -14.3% | -4.2% |
| 6M | +38.7% | +5.7% | +33.0% | +35.4% |
| YTD | +21.4% | +8.7% | +12.6% | +16.9% |
| 1Y | +2.9% | +14.6% | -11.7% | -3.5% |
| 3Y | -16.4% | -28.3% | +11.9% | -10.3% |
| 5Y | -51.2% | -15.7% | -35.4% | -51.8% |
| All | -51.2% | -16.8% | -34.3% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling