+280.2%
SWKS vs BMRN
+399.8%
-119.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.5% |
| 7D | +12.5% | +2.9% | +9.6% | +11.7% |
| 30D | +10.5% | +11.0% | -0.6% | +7.2% |
| 3M | -7.4% | +17.8% | -25.2% | -11.7% |
| 6M | +32.7% | +10.1% | +22.6% | +27.7% |
| YTD | +19.2% | +11.9% | +7.2% | +13.9% |
| 1Y | +2.4% | +17.2% | -14.8% | -4.1% |
| 3Y | -25.6% | -28.5% | +2.9% | -21.4% |
| 5Y | -53.4% | -21.7% | -31.7% | -52.7% |
| 10Y | +23.2% | -30.5% | +53.7% | +22.8% |
| All | +280.2% | +399.8% | -119.5% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling