+11.5%
SWKS vs REGN
+21.2%
-9.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +9.4% | +5.7% | +3.8% | +8.0% |
| 30D | +17.0% | +22.8% | -5.8% | +11.1% |
| 3M | +28.9% | +18.7% | +10.2% | +23.1% |
| 6M | +33.1% | +33.1% | +0.1% | +22.7% |
| YTD | +44.8% | +24.3% | +20.5% | +35.4% |
| 1Y | +36.2% | +38.2% | -2.0% | +22.1% |
| 3Y | +11.5% | +21.1% | -9.6% | +14.8% |
| All | +11.5% | +21.2% | -9.7% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling