-1.5%
REGN vs SWK
+15.2%
-16.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.5% |
| 7D | -1.6% | +0.1% | -1.8% | -1.7% |
| 30D | +3.4% | -8.9% | +12.3% | +5.6% |
| 3M | +32.7% | +20.5% | +12.2% | +26.5% |
| 6M | +6.9% | +27.1% | -20.2% | +0.3% |
| YTD | +5.4% | +30.2% | -24.8% | -2.3% |
| 1Y | +45.8% | +24.8% | +21.1% | +36.1% |
| 3Y | -1.5% | +16.3% | -17.8% | -7.4% |
| All | -1.5% | +15.2% | -16.7% | -7.4% |
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