+3,912.1%
EMR vs SWK
+1,275.2%
+2,636.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | -1.5% | -0.4% | -1.1% | -1.3% |
| 30D | -5.6% | -5.7% | +0.1% | -3.0% |
| 3M | +7.9% | +24.1% | -16.1% | -2.6% |
| 6M | +6.0% | +24.7% | -18.7% | -4.6% |
| YTD | +16.4% | +33.9% | -17.5% | +1.3% |
| 1Y | +16.6% | +34.7% | -18.1% | +0.4% |
| 3Y | +62.9% | +15.3% | +47.6% | +44.0% |
| 5Y | +60.1% | -39.3% | +99.4% | +81.2% |
| 10Y | +268.8% | +2.5% | +266.3% | +215.2% |
| All | +3,912.1% | +1,275.2% | +2,636.9% | +1,041.1% |
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