+2.1%
SWK vs RPRX
+76.0%
-73.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +11.3% | +2.5% | +8.8% | +10.5% |
| 30D | +28.1% | +19.7% | +8.4% | +22.0% |
| 3M | +12.6% | +17.5% | -4.9% | +7.7% |
| 6M | +51.7% | +35.1% | +16.6% | +39.0% |
| YTD | +60.0% | +77.3% | -17.3% | +35.8% |
| 1Y | +72.7% | +70.4% | +2.3% | +48.1% |
| 3Y | +46.3% | +161.0% | -114.7% | +10.9% |
| 5Y | -24.6% | +92.2% | -116.8% | -38.0% |
| All | +2.1% | +76.0% | -73.9% | -16.6% |
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