-25.3%
SWK vs RPRX
+91.5%
-116.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +11.0% | +0.2% | +10.9% | +11.0% |
| 30D | +30.1% | +18.6% | +11.5% | +22.0% |
| 3M | +14.7% | +18.0% | -3.4% | +7.5% |
| 6M | +44.5% | +33.8% | +10.7% | +28.2% |
| YTD | +59.4% | +76.6% | -17.2% | +26.3% |
| 1Y | +77.5% | +68.2% | +9.3% | +43.2% |
| 3Y | +49.5% | +161.5% | -112.1% | -1.3% |
| All | -25.3% | +91.5% | -116.7% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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