+23.0%
BDX vs SWK
+53.8%
-30.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +2.5% | -2.3% | +4.8% | +3.1% |
| 30D | +13.6% | +30.4% | -16.9% | +6.1% |
| 3M | +18.9% | +12.1% | +6.8% | +15.2% |
| 6M | +51.8% | +49.1% | +2.7% | +36.6% |
| YTD | +43.3% | +60.4% | -17.1% | +25.8% |
| 1Y | +48.0% | +78.3% | -30.4% | +26.5% |
| All | +23.0% | +53.8% | -30.8% | +7.7% |
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