+50.0%
SWK vs RGEN
+12.2%
+37.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.9% | -0.8% |
| 7D | +11.3% | -10.7% | +21.9% | +15.2% |
| 30D | +28.1% | -3.6% | +31.7% | +29.1% |
| 3M | +12.6% | +6.2% | +6.4% | +8.8% |
| 6M | +51.7% | +34.1% | +17.6% | +33.6% |
| YTD | +60.0% | +2.8% | +57.1% | +53.8% |
| 1Y | +72.7% | +15.5% | +57.1% | +58.8% |
| All | +50.0% | +12.2% | +37.8% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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