-53.0%
SWKS vs BDX
+1.9%
-54.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.1% | +4.2% |
| 7D | +12.5% | -2.5% | +15.0% | +13.7% |
| 30D | +10.5% | +8.3% | +2.2% | +6.7% |
| 3M | -7.4% | +24.4% | -31.8% | -16.3% |
| 6M | +32.7% | +9.2% | +23.5% | +27.1% |
| YTD | +19.2% | +22.7% | -3.6% | +7.7% |
| 1Y | +2.4% | +25.9% | -23.5% | -8.9% |
| 3Y | -25.6% | -10.5% | -15.1% | -23.0% |
| All | -53.0% | +1.9% | -54.9% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling