+90.2%
EMR vs SWK
-30.7%
+120.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +2.8% | -1.4% | +4.2% | +3.4% |
| 30D | +3.7% | +25.5% | -21.8% | -5.6% |
| 3M | +2.0% | +11.8% | -9.8% | -2.8% |
| 6M | +22.1% | +48.7% | -26.6% | +3.8% |
| YTD | +27.2% | +57.2% | -30.0% | +5.8% |
| 1Y | +32.0% | +75.3% | -43.2% | +5.4% |
| 3Y | +103.3% | +51.9% | +51.3% | +64.3% |
| All | +90.2% | -30.7% | +120.9% | +104.6% |
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