+6,216.9%
BDX vs SWK
+1,547.3%
+4,669.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +2.5% | -2.3% | +4.8% | +3.0% |
| 30D | +13.6% | +30.4% | -16.9% | +7.1% |
| 3M | +18.9% | +12.1% | +6.8% | +15.8% |
| 6M | +51.8% | +49.1% | +2.7% | +38.5% |
| YTD | +43.3% | +60.4% | -17.1% | +28.1% |
| 1Y | +48.0% | +78.3% | -30.4% | +29.1% |
| 3Y | +23.7% | +53.3% | -29.6% | +8.8% |
| 5Y | +24.9% | -27.0% | +51.8% | +25.3% |
| 10Y | +92.2% | +20.8% | +71.4% | +64.3% |
| All | +6,216.9% | +1,547.3% | +4,669.6% | +2,563.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling