+7,222.6%
SWKS vs REGN
+3,697.9%
+3,524.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.9% |
| 7D | +12.5% | +4.2% | +8.3% | +11.7% |
| 30D | +10.5% | +7.8% | +2.7% | +8.9% |
| 3M | -7.4% | +31.8% | -39.2% | -12.2% |
| 6M | +32.7% | +5.4% | +27.3% | +30.7% |
| YTD | +19.2% | +7.7% | +11.5% | +16.7% |
| 1Y | +2.4% | +46.7% | -44.3% | -5.7% |
| 3Y | -25.6% | +0.5% | -26.1% | -27.0% |
| 5Y | -53.4% | +22.9% | -76.4% | -56.4% |
| 10Y | +23.2% | +115.0% | -91.8% | +2.3% |
| All | +7,222.6% | +3,697.9% | +3,524.7% | +2,372.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling