+37.0%
SWKS vs REGN
+33.1%
+3.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.7% |
| 7D | +10.9% | +5.3% | +5.5% | +11.1% |
| 30D | +17.6% | +26.3% | -8.7% | +19.9% |
| 3M | +29.2% | +19.3% | +9.9% | +31.3% |
| 6M | +37.0% | +31.8% | +5.1% | +40.9% |
| All | +37.0% | +33.1% | +3.8% | +40.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling