+253.8%
ALNY vs SWK
+0.7%
+253.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.5% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | +18.7% | -8.9% | +27.6% | +21.6% |
| 3M | -11.0% | +20.5% | -31.5% | -15.8% |
| 6M | -18.9% | +27.1% | -46.0% | -24.7% |
| YTD | -34.6% | +30.2% | -64.8% | -39.9% |
| 1Y | -42.8% | +24.8% | -67.6% | -47.1% |
| 3Y | +29.1% | +16.3% | +12.8% | +16.7% |
| 5Y | +39.6% | -40.1% | +79.7% | +49.8% |
| 10Y | +253.8% | +0.8% | +253.0% | +148.4% |
| All | +253.8% | +0.7% | +253.1% | +148.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling