+474.7%
VRTX vs SWK
+17.8%
+456.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.3% |
| 7D | 0.0% | -2.0% | +2.0% | +0.4% |
| 30D | +11.8% | +24.6% | -12.8% | +6.5% |
| 3M | +3.2% | +10.8% | -7.6% | +0.7% |
| 6M | +21.0% | +46.1% | -25.0% | +10.8% |
| YTD | +19.7% | +56.8% | -37.2% | +7.2% |
| 1Y | +25.0% | +72.7% | -47.8% | +9.5% |
| 3Y | +45.2% | +49.9% | -4.6% | +27.1% |
| 5Y | +189.7% | -30.9% | +220.6% | +201.6% |
| All | +474.7% | +17.8% | +456.8% | +336.0% |
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