-7.6%
SYK vs SWK
+77.0%
-84.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | +4.4% | +11.3% | -6.9% | +1.6% |
| 30D | +16.9% | +31.5% | -14.5% | +10.3% |
| 3M | -5.9% | +14.4% | -20.4% | -9.2% |
| 6M | +14.3% | +46.4% | -32.2% | +6.4% |
| YTD | -6.9% | +61.6% | -68.5% | -16.6% |
| 1Y | -7.6% | +78.7% | -86.4% | -19.6% |
| All | -7.6% | +77.0% | -84.6% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling