+26.1%
BDX vs SWK
-28.9%
+54.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.1% |
| 7D | +1.0% | -2.0% | +3.0% | +1.5% |
| 30D | +15.1% | +24.6% | -9.5% | +9.4% |
| 3M | +18.2% | +10.8% | +7.4% | +15.2% |
| 6M | +48.1% | +46.1% | +2.1% | +35.4% |
| YTD | +44.1% | +56.8% | -12.7% | +29.1% |
| 1Y | +46.4% | +72.7% | -26.3% | +28.3% |
| 3Y | +24.4% | +49.9% | -25.5% | +9.2% |
| 5Y | +26.1% | -30.9% | +57.0% | +16.5% |
| All | +26.1% | -28.9% | +54.9% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling