+112.1%
REGN vs SWK
-0.7%
+112.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | +0.1% |
| 7D | -5.2% | -4.6% | -0.7% | -4.3% |
| 30D | +0.1% | -9.9% | +10.0% | +2.1% |
| 3M | +31.2% | +15.4% | +15.8% | +27.2% |
| 6M | +3.6% | +25.0% | -21.4% | -1.4% |
| YTD | +5.0% | +27.2% | -22.2% | -0.8% |
| 1Y | +45.9% | +24.6% | +21.3% | +38.0% |
| 3Y | -1.9% | +13.7% | -15.5% | -7.7% |
| 5Y | +26.2% | -41.5% | +67.7% | +31.1% |
| 10Y | +112.1% | +0.7% | +111.4% | +76.7% |
| All | +112.1% | -0.7% | +112.7% | +76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling