+710.1%
BX vs SWK
+32.9%
+677.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +1.0% | +2.3% |
| 7D | +3.3% | +10.7% | -7.4% | -2.3% |
| 30D | +9.6% | +33.3% | -23.8% | -5.9% |
| 3M | -8.7% | +14.7% | -23.3% | -15.2% |
| 6M | +2.2% | +48.5% | -46.3% | -17.8% |
| YTD | -16.2% | +63.9% | -80.1% | -37.1% |
| 1Y | -11.5% | +80.4% | -91.9% | -37.1% |
| 3Y | +41.0% | +58.1% | -17.1% | +2.8% |
| 5Y | +1.1% | -24.5% | +25.6% | +5.5% |
| 10Y | +710.1% | +29.5% | +680.6% | +442.7% |
| All | +710.1% | +32.9% | +677.2% | +442.7% |
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 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