-37.7%
SWKS vs RPRX
+89.2%
-126.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.8% | +5.2% | +5.7% |
| 7D | +5.7% | +3.6% | +2.1% | +4.5% |
| 30D | +17.3% | +21.2% | -3.8% | +10.1% |
| 3M | +28.3% | +21.6% | +6.6% | +19.6% |
| 6M | +26.1% | +36.7% | -10.6% | +11.9% |
| YTD | +41.1% | +83.7% | -42.6% | +11.5% |
| 1Y | +31.4% | +83.2% | -51.8% | +3.9% |
| 3Y | +7.3% | +177.7% | -170.4% | -30.1% |
| 5Y | -37.7% | +95.8% | -133.5% | -49.2% |
| All | -37.7% | +89.2% | -126.9% | -49.2% |
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