+41.3%
ALNY vs SWK
-38.7%
+80.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | +12.2% | -0.4% | +12.7% | +12.3% |
| 30D | +16.3% | -5.7% | +22.1% | +17.7% |
| 3M | -12.4% | +24.1% | -36.4% | -16.4% |
| 6M | -18.7% | +24.7% | -43.4% | -22.8% |
| YTD | -33.1% | +33.9% | -67.0% | -37.5% |
| 1Y | -41.3% | +34.7% | -76.0% | -45.5% |
| 3Y | +32.3% | +15.3% | +17.0% | +22.5% |
| All | +41.3% | -38.7% | +80.1% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling