+27.6%
BX vs SWK
-38.7%
+66.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.6% |
| 7D | -4.4% | -0.4% | -3.9% | -4.2% |
| 30D | +0.1% | -5.7% | +5.8% | +3.2% |
| 3M | +16.0% | +24.1% | -8.1% | +2.6% |
| 6M | +21.6% | +24.7% | -3.1% | +6.3% |
| YTD | -8.9% | +33.9% | -42.8% | -23.9% |
| 1Y | -16.6% | +34.7% | -51.3% | -31.2% |
| 3Y | +43.3% | +15.3% | +28.1% | +22.7% |
| All | +27.6% | -38.7% | +66.3% | +46.9% |
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