-29.2%
SYK vs SWK
+22.8%
-52.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | -11.8% | -4.6% | -7.2% | -11.0% |
| 30D | -20.4% | -9.9% | -10.5% | -18.9% |
| 3M | -12.1% | +15.4% | -27.5% | -13.8% |
| 6M | -24.3% | +25.0% | -49.3% | -26.9% |
| YTD | -21.2% | +27.2% | -48.5% | -25.0% |
| 1Y | -29.2% | +24.6% | -53.8% | -32.7% |
| All | -29.2% | +22.8% | -52.0% | -32.7% |
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