+23.2%
BDX vs SWK
-25.5%
+48.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +7.1% | +11.0% | -4.0% | +4.5% |
| 30D | +17.6% | +30.1% | -12.4% | +10.8% |
| 3M | +20.4% | +14.7% | +5.7% | +16.5% |
| 6M | +48.3% | +44.5% | +3.8% | +35.9% |
| YTD | +41.6% | +59.4% | -17.8% | +26.4% |
| 1Y | +55.7% | +77.5% | -21.8% | +35.8% |
| 3Y | +10.6% | +49.5% | -38.8% | -2.8% |
| All | +23.2% | -25.5% | +48.7% | +11.7% |
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 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