+217.6%
SYK vs SWK
+26.9%
+190.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | +4.4% | +11.3% | -6.9% | +0.6% |
| 30D | +16.9% | +31.5% | -14.5% | +6.5% |
| 3M | -5.9% | +14.4% | -20.4% | -10.3% |
| 6M | +14.3% | +46.4% | -32.2% | -0.4% |
| YTD | -6.9% | +61.6% | -68.5% | -22.6% |
| 1Y | -7.6% | +78.7% | -86.4% | -26.1% |
| 3Y | +22.1% | +54.4% | -32.3% | -3.0% |
| 5Y | +26.1% | -25.3% | +51.4% | +31.7% |
| 10Y | +217.6% | +22.4% | +195.2% | +149.4% |
| All | +217.6% | +26.9% | +190.7% | +149.4% |
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