+3,855.2%
REGN vs SWK
+1,361.5%
+2,493.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.2% |
| 7D | +4.2% | -0.4% | +4.7% | +4.4% |
| 30D | +7.8% | -5.7% | +13.5% | +9.9% |
| 3M | +31.8% | +24.1% | +7.7% | +21.4% |
| 6M | +5.4% | +24.7% | -19.3% | -3.6% |
| YTD | +7.7% | +33.9% | -26.3% | -4.6% |
| 1Y | +46.7% | +34.7% | +12.0% | +29.0% |
| 3Y | +0.5% | +15.3% | -14.8% | -10.7% |
| 5Y | +22.9% | -39.3% | +62.2% | +31.4% |
| 10Y | +115.0% | +2.5% | +112.5% | +64.3% |
| All | +3,855.2% | +1,361.5% | +2,493.7% | +983.3% |
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