-16.4%
SWKS vs ALNY
+29.2%
-45.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.0% |
| 7D | +11.8% | +5.7% | +6.1% | +11.3% |
| 30D | +6.7% | +18.7% | -11.9% | +5.3% |
| 3M | 0.0% | -11.0% | +11.0% | +0.3% |
| 6M | +38.7% | -18.9% | +57.6% | +40.2% |
| YTD | +21.4% | -34.6% | +55.9% | +25.2% |
| 1Y | +2.9% | -42.8% | +45.7% | +7.6% |
| 3Y | -16.4% | +29.1% | -45.5% | -21.9% |
| All | -16.4% | +29.2% | -45.6% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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