+24.8%
SYK vs SWK
-23.3%
+48.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.7% |
| 7D | +6.2% | +10.7% | -4.5% | +3.5% |
| 30D | +17.5% | +33.3% | -15.9% | +9.6% |
| 3M | -3.6% | +14.7% | -18.3% | -6.9% |
| 6M | +14.8% | +48.5% | -33.7% | +4.1% |
| YTD | -6.5% | +63.9% | -70.4% | -17.8% |
| 1Y | -7.5% | +80.4% | -87.9% | -20.7% |
| 3Y | +23.9% | +58.1% | -34.2% | +4.9% |
| 5Y | +24.8% | -24.5% | +49.3% | +33.7% |
| All | +24.8% | -23.3% | +48.1% | +33.7% |
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 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