+184.1%
VRTX vs SWK
-38.7%
+222.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | +0.8% | -0.4% | +1.3% | +0.9% |
| 30D | +12.6% | -5.7% | +18.4% | +13.6% |
| 3M | +23.6% | +24.1% | -0.4% | +19.4% |
| 6M | +14.3% | +24.7% | -10.4% | +10.0% |
| YTD | +20.5% | +33.9% | -13.5% | +14.5% |
| 1Y | +37.6% | +34.7% | +2.9% | +30.4% |
| 3Y | +55.5% | +15.3% | +40.3% | +48.2% |
| All | +184.1% | -38.7% | +222.9% | +180.6% |
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