+557.4%
VRTX vs SWK
+29.6%
+527.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.1% | +11.0% | -13.1% | -4.5% |
| 30D | +8.2% | +30.1% | -21.9% | +2.0% |
| 3M | +13.0% | +14.7% | -1.6% | +9.4% |
| 6M | +27.9% | +44.5% | -16.6% | +17.3% |
| YTD | +20.7% | +59.4% | -38.7% | +7.7% |
| 1Y | +31.4% | +77.5% | -46.1% | +14.4% |
| 3Y | +41.8% | +49.5% | -7.6% | +24.2% |
| 5Y | +183.7% | -24.9% | +208.6% | +188.6% |
| All | +557.4% | +29.6% | +527.8% | +397.0% |
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