-24.6%
SWK vs RGEN
-36.7%
+12.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.9% | -1.0% |
| 7D | +11.3% | -10.7% | +21.9% | +14.8% |
| 30D | +28.1% | -3.6% | +31.7% | +29.0% |
| 3M | +12.6% | +6.2% | +6.4% | +9.4% |
| 6M | +51.7% | +34.1% | +17.6% | +36.1% |
| YTD | +60.0% | +2.8% | +57.1% | +54.5% |
| 1Y | +72.7% | +15.5% | +57.1% | +60.8% |
| 3Y | +46.3% | +12.1% | +34.3% | +31.4% |
| 5Y | -24.6% | -36.9% | +12.2% | -35.9% |
| All | -24.6% | -36.7% | +12.0% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling