+109.8%
EMR vs SWK
+53.9%
+55.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +3.2% |
| 7D | +2.1% | +10.7% | -8.5% | -2.4% |
| 30D | +4.8% | +33.3% | -28.6% | -7.9% |
| 3M | +7.5% | +14.7% | -7.2% | +0.9% |
| 6M | +20.9% | +48.5% | -27.7% | +1.0% |
| YTD | +29.2% | +63.9% | -34.7% | +3.5% |
| 1Y | +33.0% | +80.4% | -47.4% | +2.5% |
| 3Y | +109.8% | +58.1% | +51.6% | +62.4% |
| All | +109.8% | +53.9% | +55.9% | +62.4% |
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 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