+60.5%
SWKS vs REGN
+105.3%
-44.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.6% |
| 7D | +19.4% | -5.6% | +24.9% | +21.5% |
| 30D | +26.8% | -2.0% | +28.7% | +27.4% |
| 3M | +21.5% | +28.0% | -6.5% | +11.2% |
| 6M | +61.0% | +1.2% | +59.9% | +58.6% |
| YTD | +42.2% | +1.6% | +40.6% | +39.4% |
| 1Y | +22.1% | +38.2% | -16.1% | +6.1% |
| 3Y | -0.9% | -5.4% | +4.5% | -3.2% |
| 5Y | -42.6% | +21.3% | -63.9% | -50.0% |
| All | +60.5% | +105.3% | -44.8% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 10y: compounded portfolio wealth divided by compounded REGN 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…
10y analysis · Full analysis span regression · 6 months rolling