+224.1%
SYK vs SWK
+18.1%
+206.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -5.0% | -1.4% | -3.6% | -4.5% |
| 30D | +9.9% | +25.5% | -15.5% | +1.8% |
| 3M | -8.9% | +11.8% | -20.7% | -12.4% |
| 6M | +3.1% | +48.7% | -45.6% | -10.6% |
| YTD | -11.1% | +57.2% | -68.3% | -25.4% |
| 1Y | -16.2% | +75.3% | -91.4% | -32.4% |
| 3Y | +13.2% | +51.9% | -38.8% | -9.6% |
| 5Y | +23.5% | -30.7% | +54.2% | +33.2% |
| All | +224.1% | +18.1% | +206.0% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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