+229.8%
ALNY vs SWK
+18.1%
+211.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.1% | +5.3% |
| 7D | +5.8% | -1.4% | +7.2% | +6.2% |
| 30D | -26.5% | +25.5% | -51.9% | -30.9% |
| 3M | -27.3% | +11.8% | -39.1% | -29.7% |
| 6M | -43.4% | +48.7% | -92.1% | -49.5% |
| YTD | -58.5% | +57.2% | -115.7% | -63.8% |
| 1Y | -63.6% | +75.3% | -138.9% | -69.2% |
| 3Y | 0.0% | +51.9% | -51.9% | -15.8% |
| 5Y | -3.4% | -30.7% | +27.3% | -0.7% |
| All | +229.8% | +18.1% | +211.7% | +141.0% |
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