+11.5%
SWKS vs BDX
+25.0%
-13.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | +9.4% | +2.9% | +6.5% | +8.2% |
| 30D | +17.0% | +15.4% | +1.5% | +10.4% |
| 3M | +28.9% | +20.5% | +8.4% | +19.1% |
| 6M | +33.1% | +53.2% | -20.0% | +9.3% |
| YTD | +44.8% | +45.7% | -0.9% | +21.0% |
| 1Y | +36.2% | +47.3% | -11.0% | +12.9% |
| 3Y | +11.5% | +25.1% | -13.6% | +8.5% |
| All | +11.5% | +25.0% | -13.5% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling