-51.2%
SWKS vs REGN
+22.5%
-73.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.5% |
| 7D | +11.8% | -1.6% | +13.5% | +12.4% |
| 30D | +6.7% | +3.4% | +3.3% | +5.6% |
| 3M | 0.0% | +32.7% | -32.7% | -8.3% |
| 6M | +38.7% | +6.9% | +31.8% | +34.9% |
| YTD | +21.4% | +5.4% | +16.0% | +18.2% |
| 1Y | +2.9% | +45.8% | -42.9% | -11.2% |
| 3Y | -16.4% | -1.5% | -14.9% | -19.1% |
| 5Y | -51.2% | +22.2% | -73.4% | -57.9% |
| All | -51.2% | +22.5% | -73.6% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling