-41.2%
SWKS vs ALNY
-14.4%
-26.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.0% | +0.2% |
| 7D | -3.1% | -5.2% | +2.0% | -2.5% |
| 30D | +8.3% | -34.8% | +43.2% | +13.5% |
| 3M | +20.2% | -30.1% | +50.3% | +24.3% |
| 6M | +24.9% | -48.6% | +73.5% | +33.2% |
| YTD | +33.2% | -61.9% | +95.0% | +48.4% |
| 1Y | +23.6% | -65.7% | +89.2% | +40.0% |
| 3Y | +1.3% | -6.3% | +7.6% | -6.2% |
| All | -41.2% | -14.4% | -26.8% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling