+84.8%
BDX vs SWK
+26.9%
+57.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | +7.3% | +11.3% | -4.0% | +4.5% |
| 30D | +15.7% | +31.5% | -15.8% | +8.5% |
| 3M | +19.1% | +14.4% | +4.6% | +15.1% |
| 6M | +44.1% | +46.4% | -2.3% | +31.3% |
| YTD | +42.1% | +61.6% | -19.5% | +25.8% |
| 1Y | +52.6% | +78.7% | -26.1% | +31.9% |
| 3Y | +22.6% | +54.4% | -31.8% | +6.6% |
| 5Y | +23.3% | -25.3% | +48.6% | +22.7% |
| 10Y | +84.8% | +22.4% | +62.4% | +55.9% |
| All | +84.8% | +26.9% | +57.9% | +55.9% |
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