+54.5%
REGN vs SWK
-26.0%
+80.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.9% |
| 7D | +3.1% | -2.3% | +5.4% | +3.5% |
| 30D | +25.8% | +30.4% | -4.6% | +19.0% |
| 3M | +20.5% | +12.1% | +8.4% | +17.4% |
| 6M | +35.0% | +49.1% | -14.1% | +23.8% |
| YTD | +24.8% | +60.4% | -35.7% | +12.0% |
| 1Y | +43.0% | +78.3% | -35.4% | +25.5% |
| 3Y | +21.2% | +53.3% | -32.1% | +6.6% |
| 5Y | +54.5% | -27.0% | +81.5% | +48.9% |
| All | +54.5% | -26.0% | +80.5% | +48.9% |
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