+125.6%
EMB vs SWK
+296.2%
-170.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.2% |
| 7D | -0.3% | +11.3% | -11.6% | -1.5% |
| 30D | +1.1% | +28.1% | -27.0% | -1.6% |
| 3M | -2.9% | +12.6% | -15.5% | -4.3% |
| 6M | -2.1% | +51.7% | -53.8% | -6.6% |
| YTD | -1.1% | +60.0% | -61.1% | -6.6% |
| 1Y | +0.3% | +72.7% | -72.4% | -6.1% |
| 3Y | +27.7% | +46.3% | -18.6% | +19.9% |
| 5Y | +6.0% | -24.6% | +30.6% | +5.1% |
| 10Y | +29.1% | +32.2% | -3.1% | +17.7% |
| All | +125.6% | +296.2% | -170.7% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling