-1.7%
SYK vs SWK
+15.2%
-16.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.8% | -6.0% | -8.3% |
| 7D | -12.9% | +0.1% | -13.0% | -12.9% |
| 30D | -18.5% | -8.9% | -9.5% | -17.1% |
| 3M | -8.1% | +20.5% | -28.6% | -11.1% |
| 6M | -23.8% | +27.1% | -50.9% | -27.2% |
| YTD | -20.9% | +30.2% | -51.1% | -25.1% |
| 1Y | -29.0% | +24.8% | -53.7% | -32.4% |
| 3Y | -1.7% | +16.3% | -18.0% | -6.7% |
| All | -1.7% | +15.2% | -16.9% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling