+10.6%
BDX vs SWK
+46.0%
-35.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +7.1% | +11.0% | -4.0% | +4.1% |
| 30D | +17.6% | +30.1% | -12.4% | +9.8% |
| 3M | +20.4% | +14.7% | +5.7% | +15.9% |
| 6M | +48.3% | +44.5% | +3.8% | +34.2% |
| YTD | +41.6% | +59.4% | -17.8% | +24.2% |
| 1Y | +55.7% | +77.5% | -21.8% | +32.9% |
| 3Y | +10.6% | +49.5% | -38.8% | -6.2% |
| All | +10.6% | +46.0% | -35.3% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling