-14.5%
SWK vs RPRX
+66.6%
-81.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.4% | +5.1% | -5.6% | -1.8% |
| 30D | -5.7% | +11.2% | -16.9% | -8.5% |
| 3M | +24.1% | +16.7% | +7.4% | +18.6% |
| 6M | +24.7% | +36.0% | -11.3% | +14.0% |
| YTD | +33.9% | +67.8% | -33.9% | +15.5% |
| 1Y | +34.7% | +76.7% | -42.0% | +14.2% |
| 3Y | +15.3% | +128.1% | -112.8% | -9.6% |
| 5Y | -39.3% | +82.9% | -122.2% | -49.4% |
| All | -14.5% | +66.6% | -81.1% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling