+178.2%
SYK vs SWK
-0.7%
+178.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.4% |
| 7D | -11.8% | -4.6% | -7.2% | -10.3% |
| 30D | -20.4% | -9.9% | -10.5% | -17.5% |
| 3M | -12.1% | +15.4% | -27.5% | -16.7% |
| 6M | -24.3% | +25.0% | -49.3% | -30.8% |
| YTD | -21.2% | +27.2% | -48.5% | -28.8% |
| 1Y | -29.2% | +24.6% | -53.8% | -35.9% |
| 3Y | -2.1% | +13.7% | -15.7% | -13.3% |
| 5Y | +4.7% | -41.5% | +46.3% | +18.9% |
| 10Y | +178.2% | +0.7% | +177.6% | +132.9% |
| All | +178.2% | -0.7% | +178.9% | +132.9% |
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