+50.8%
SWKS vs BDX
+95.1%
-44.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.6% |
| 7D | +9.4% | +2.9% | +6.5% | +8.0% |
| 30D | +17.0% | +15.4% | +1.5% | +8.9% |
| 3M | +28.9% | +20.5% | +8.4% | +17.1% |
| 6M | +33.1% | +53.2% | -20.0% | +6.2% |
| YTD | +44.8% | +45.7% | -0.9% | +17.6% |
| 1Y | +36.2% | +47.3% | -11.0% | +9.9% |
| 3Y | +11.5% | +25.1% | -13.6% | -2.4% |
| 5Y | -37.1% | +27.4% | -64.5% | -46.8% |
| All | +50.8% | +95.1% | -44.3% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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