+30.2%
VRTX vs SWK
+87.6%
-57.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +13.1% | -9.7% | +0.9% |
| 7D | +3.7% | +17.9% | -14.2% | +0.4% |
| 30D | +9.0% | +31.9% | -22.9% | +3.5% |
| 3M | +14.7% | +16.6% | -1.9% | +11.2% |
| 6M | +27.7% | +61.1% | -33.4% | +16.7% |
| YTD | +21.1% | +64.2% | -43.1% | +9.8% |
| 1Y | +30.2% | +85.2% | -55.0% | +15.4% |
| All | +30.2% | +87.6% | -57.4% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling