+31.0%
SWKS vs BDX
+53.5%
-22.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +3.3% |
| 7D | +11.8% | -4.3% | +16.1% | +14.2% |
| 30D | +6.7% | +1.3% | +5.5% | +5.8% |
| 3M | 0.0% | +20.2% | -20.2% | -9.8% |
| 6M | +38.7% | +8.6% | +30.1% | +31.1% |
| YTD | +21.4% | +19.0% | +2.4% | +9.1% |
| 1Y | +2.9% | +21.2% | -18.3% | -8.8% |
| 3Y | -16.4% | -9.7% | -6.7% | -13.8% |
| 5Y | -51.2% | -3.4% | -47.8% | -52.4% |
| 10Y | +31.0% | +53.9% | -22.8% | -1.1% |
| All | +31.0% | +53.5% | -22.5% | -1.1% |
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