+81.8%
BDX vs SWK
+29.6%
+52.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +7.1% | +11.0% | -4.0% | +4.4% |
| 30D | +17.6% | +30.1% | -12.4% | +10.5% |
| 3M | +20.4% | +14.7% | +5.7% | +16.3% |
| 6M | +48.3% | +44.5% | +3.8% | +35.4% |
| YTD | +41.6% | +59.4% | -17.8% | +25.8% |
| 1Y | +55.7% | +77.5% | -21.8% | +34.9% |
| 3Y | +10.6% | +49.5% | -38.8% | -3.0% |
| 5Y | +24.0% | -24.9% | +48.9% | +23.2% |
| All | +81.8% | +29.6% | +52.2% | +51.2% |
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