+25,027.4%
SYK vs SWK
+1,275.2%
+23,752.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -8.3% | -0.4% | -7.9% | -8.2% |
| 30D | -10.1% | -5.7% | -4.3% | -8.5% |
| 3M | +0.9% | +24.1% | -23.2% | -5.9% |
| 6M | -20.2% | +24.7% | -44.9% | -26.1% |
| YTD | -13.3% | +33.9% | -47.2% | -21.8% |
| 1Y | -22.3% | +34.7% | -57.0% | -30.5% |
| 3Y | +9.7% | +15.3% | -5.5% | -1.2% |
| 5Y | +15.4% | -39.3% | +54.7% | +23.1% |
| 10Y | +192.9% | +2.5% | +190.4% | +155.1% |
| All | +25,027.4% | +1,275.2% | +23,752.2% | +9,760.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling