+289.2%
BN vs SWK
+26.9%
+262.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.7% |
| 7D | +4.3% | +11.3% | -7.0% | -1.1% |
| 30D | +14.3% | +31.5% | -17.2% | +0.1% |
| 3M | -4.1% | +14.4% | -18.5% | -10.3% |
| 6M | -9.7% | +46.4% | -56.1% | -25.6% |
| YTD | -7.1% | +61.6% | -68.7% | -27.9% |
| 1Y | -7.4% | +78.7% | -86.2% | -31.7% |
| 3Y | +102.3% | +54.4% | +47.9% | +53.6% |
| 5Y | +35.9% | -25.3% | +61.2% | +41.6% |
| 10Y | +289.2% | +22.4% | +266.8% | +195.2% |
| All | +289.2% | +26.9% | +262.3% | +195.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling