-53.0%
SWKS vs RPRX
+83.4%
-136.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +12.5% | +5.1% | +7.4% | +10.6% |
| 30D | +10.5% | +11.2% | -0.7% | +6.4% |
| 3M | -7.4% | +16.7% | -24.1% | -12.6% |
| 6M | +32.7% | +36.0% | -3.3% | +18.2% |
| YTD | +19.2% | +67.8% | -48.6% | -1.8% |
| 1Y | +2.4% | +76.7% | -74.3% | -17.6% |
| 3Y | -25.6% | +128.1% | -153.7% | -46.1% |
| All | -53.0% | +83.4% | -136.5% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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