+83.3%
EMR vs SWK
-25.4%
+108.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.0% | -3.6% |
| 7D | -4.8% | +11.3% | -16.0% | -8.9% |
| 30D | +0.7% | +28.1% | -27.3% | -9.0% |
| 3M | +0.4% | +12.6% | -12.2% | -4.6% |
| 6M | +18.4% | +51.7% | -33.3% | -0.1% |
| YTD | +23.9% | +60.0% | -36.1% | +2.4% |
| 1Y | +24.7% | +72.7% | -48.0% | 0.0% |
| 3Y | +86.4% | +46.3% | +40.1% | +52.5% |
| 5Y | +83.3% | -24.6% | +107.9% | +86.5% |
| All | +83.3% | -25.4% | +108.8% | +86.5% |
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