+20.5%
REGN vs SWK
+50.4%
-29.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.4% |
| 7D | +5.3% | -2.0% | +7.3% | +5.8% |
| 30D | +26.3% | +24.6% | +1.7% | +19.6% |
| 3M | +19.3% | +10.8% | +8.5% | +16.1% |
| 6M | +31.8% | +46.1% | -14.2% | +19.5% |
| YTD | +23.7% | +56.8% | -33.1% | +9.1% |
| 1Y | +40.2% | +72.7% | -32.5% | +20.5% |
| All | +20.5% | +50.4% | -29.8% | +5.2% |
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