+181.3%
VRTX vs SWK
-25.4%
+206.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.8% |
| 7D | +0.5% | +11.3% | -10.8% | -1.3% |
| 30D | +8.0% | +28.1% | -20.1% | +3.8% |
| 3M | +11.9% | +12.6% | -0.7% | +9.6% |
| 6M | +27.8% | +51.7% | -23.9% | +19.4% |
| YTD | +19.7% | +60.0% | -40.3% | +10.5% |
| 1Y | +30.1% | +72.7% | -42.6% | +18.6% |
| 3Y | +44.2% | +46.3% | -2.1% | +32.2% |
| 5Y | +181.3% | -24.6% | +205.9% | +168.4% |
| All | +181.3% | -25.4% | +206.7% | +168.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling