+494.6%
VRTX vs SWK
+21.9%
+472.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -0.4% | -2.3% | +1.9% | +0.1% |
| 30D | +7.9% | +30.4% | -22.5% | +1.7% |
| 3M | +3.3% | +12.1% | -8.9% | +0.5% |
| 6M | +25.7% | +49.1% | -23.4% | +14.6% |
| YTD | +20.7% | +60.4% | -39.8% | +7.6% |
| 1Y | +27.4% | +78.3% | -50.9% | +10.9% |
| 3Y | +46.4% | +53.3% | -6.9% | +27.5% |
| 5Y | +194.3% | -27.0% | +221.3% | +201.8% |
| 10Y | +494.6% | +20.8% | +473.8% | +359.7% |
| All | +494.6% | +21.9% | +472.7% | +359.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling