+901.2%
BAX vs SWK
+1,585.9%
-684.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +13.1% | -9.1% | +0.6% |
| 7D | +4.1% | +17.9% | -13.8% | -0.5% |
| 30D | +9.4% | +31.9% | -22.5% | +1.6% |
| 3M | -6.5% | +16.6% | -23.1% | -10.4% |
| 6M | +59.6% | +61.1% | -1.5% | +40.5% |
| YTD | +38.9% | +64.2% | -25.3% | +21.6% |
| 1Y | +48.0% | +85.2% | -37.2% | +25.6% |
| 3Y | -17.5% | +50.2% | -67.7% | -27.4% |
| 5Y | -62.7% | -22.8% | -39.9% | -62.6% |
| 10Y | -34.2% | +35.8% | -70.0% | -44.8% |
| All | +901.2% | +1,585.9% | -684.7% | +291.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling