+4.0%
SYK vs SWK
-38.5%
+42.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.8% | -6.0% | -8.1% |
| 7D | -12.9% | +0.1% | -13.0% | -12.9% |
| 30D | -18.5% | -8.9% | -9.5% | -16.6% |
| 3M | -8.1% | +20.5% | -28.6% | -12.2% |
| 6M | -23.8% | +27.1% | -50.9% | -28.5% |
| YTD | -20.9% | +30.2% | -51.1% | -26.5% |
| 1Y | -29.0% | +24.8% | -53.7% | -33.6% |
| 3Y | -1.7% | +16.3% | -18.0% | -10.1% |
| 5Y | +4.0% | -40.1% | +44.1% | +16.5% |
| All | +4.0% | -38.5% | +42.4% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling