+32.3%
ALNY vs SWK
+18.2%
+14.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | +12.2% | -0.4% | +12.7% | +12.3% |
| 30D | +16.3% | -5.7% | +22.1% | +17.4% |
| 3M | -12.4% | +24.1% | -36.4% | -15.5% |
| 6M | -18.7% | +24.7% | -43.4% | -21.9% |
| YTD | -33.1% | +33.9% | -67.0% | -36.5% |
| 1Y | -41.3% | +34.7% | -76.0% | -44.5% |
| All | +32.3% | +18.2% | +14.1% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling