+8,797.5%
SWKS vs REGN
+4,284.0%
+4,513.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +9.4% | +5.7% | +3.8% | +8.3% |
| 30D | +17.0% | +22.8% | -5.8% | +12.3% |
| 3M | +28.9% | +18.7% | +10.2% | +24.3% |
| 6M | +33.1% | +33.1% | +0.1% | +25.3% |
| YTD | +44.8% | +24.3% | +20.5% | +37.5% |
| 1Y | +36.2% | +38.2% | -2.0% | +26.6% |
| 3Y | +11.5% | +21.1% | -9.6% | +5.2% |
| 5Y | -37.1% | +52.8% | -89.9% | -43.6% |
| 10Y | +49.9% | +129.8% | -79.9% | +22.6% |
| All | +8,797.5% | +4,284.0% | +4,513.5% | +2,813.1% |
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