-6.7%
ALNY vs SWK
+46.0%
-52.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -5.5% | +11.0% | -16.5% | -6.9% |
| 30D | -30.5% | +30.1% | -60.6% | -33.4% |
| 3M | -27.8% | +14.7% | -42.5% | -29.4% |
| 6M | -48.5% | +44.5% | -93.0% | -51.7% |
| YTD | -60.8% | +59.4% | -120.2% | -63.9% |
| 1Y | -64.6% | +77.5% | -142.1% | -68.1% |
| 3Y | -6.7% | +49.5% | -56.2% | -19.7% |
| All | -6.7% | +46.0% | -52.7% | -19.7% |
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