+167.6%
SYK vs SWKS
+58.1%
+109.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.8% | -11.7% | -4.5% |
| 7D | -12.3% | +17.5% | -29.9% | -16.1% |
| 30D | -22.4% | +23.0% | -45.4% | -26.8% |
| 3M | -12.3% | +19.5% | -31.9% | -17.4% |
| 6M | -24.3% | +54.3% | -78.6% | -34.7% |
| YTD | -22.8% | +35.3% | -58.0% | -31.2% |
| 1Y | -28.8% | +17.9% | -46.7% | -34.4% |
| 3Y | -4.0% | -6.8% | +2.8% | -10.1% |
| 5Y | +3.8% | -45.4% | +49.3% | +12.6% |
| All | +167.6% | +58.1% | +109.5% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling