+23.9%
SYK vs SWK
+53.9%
-30.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.6% |
| 7D | +6.2% | +10.7% | -4.5% | +4.0% |
| 30D | +17.5% | +33.3% | -15.9% | +11.2% |
| 3M | -3.6% | +14.7% | -18.3% | -6.3% |
| 6M | +14.8% | +48.5% | -33.7% | +6.6% |
| YTD | -6.5% | +63.9% | -70.4% | -15.2% |
| 1Y | -7.5% | +80.4% | -87.9% | -17.6% |
| 3Y | +23.9% | +58.1% | -34.2% | +13.0% |
| All | +23.9% | +53.9% | -30.0% | +13.0% |
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