+4.7%
SYK vs SWKS
-50.3%
+55.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | -11.8% | +6.8% | -18.6% | -13.0% |
| 30D | -20.4% | +11.3% | -31.6% | -22.1% |
| 3M | -12.1% | +4.1% | -16.1% | -13.3% |
| 6M | -24.3% | +39.7% | -64.0% | -31.2% |
| YTD | -21.2% | +23.2% | -44.4% | -26.5% |
| 1Y | -29.2% | +5.3% | -34.4% | -31.7% |
| 3Y | -2.1% | -15.1% | +13.1% | -5.4% |
| 5Y | +4.7% | -50.3% | +55.1% | +14.8% |
| All | +4.7% | -50.3% | +55.1% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling