+128.6%
BP vs SWK
-38.7%
+167.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +3.9% | -0.4% | +4.4% | +4.0% |
| 30D | +7.6% | -5.7% | +13.3% | +8.4% |
| 3M | +0.7% | +24.1% | -23.4% | -2.8% |
| 6M | +15.5% | +24.7% | -9.2% | +10.9% |
| YTD | +30.8% | +33.9% | -3.1% | +23.5% |
| 1Y | +34.3% | +34.7% | -0.4% | +26.2% |
| 3Y | +35.1% | +15.3% | +19.8% | +27.4% |
| All | +128.6% | -38.7% | +167.3% | +135.0% |
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