-36.5%
SWKS vs REGN
+51.9%
-88.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +9.4% | +5.7% | +3.8% | +7.9% |
| 30D | +17.0% | +22.8% | -5.8% | +10.4% |
| 3M | +28.9% | +18.7% | +10.2% | +22.4% |
| 6M | +33.1% | +33.1% | +0.1% | +21.6% |
| YTD | +44.8% | +24.3% | +20.5% | +34.3% |
| 1Y | +36.2% | +38.2% | -2.0% | +21.4% |
| 3Y | +11.5% | +21.1% | -9.6% | +1.5% |
| All | -36.5% | +51.9% | -88.4% | -45.7% |
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