-33.9%
BAX vs SWK
+32.9%
-66.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +1.5% |
| 7D | +9.0% | +10.7% | -1.6% | +5.2% |
| 30D | +8.5% | +33.3% | -24.9% | -1.8% |
| 3M | -4.1% | +14.7% | -18.8% | -8.7% |
| 6M | +46.9% | +48.5% | -1.6% | +28.3% |
| YTD | +38.4% | +63.9% | -25.5% | +16.8% |
| 1Y | +47.0% | +80.4% | -33.4% | +20.2% |
| 3Y | -14.9% | +58.1% | -73.1% | -29.3% |
| 5Y | -62.5% | -24.5% | -38.0% | -63.0% |
| 10Y | -33.9% | +29.5% | -63.4% | -46.3% |
| All | -33.9% | +32.9% | -66.8% | -46.3% |
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