+123.4%
ILMN vs SWK
+37.3%
+86.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -1.7% |
| 7D | +1.2% | -0.4% | +1.7% | +1.3% |
| 30D | +9.2% | -5.7% | +14.9% | +10.4% |
| 3M | +29.8% | +24.1% | +5.8% | +24.0% |
| 6M | +69.2% | +24.7% | +44.5% | +61.4% |
| YTD | +66.4% | +33.9% | +32.4% | +51.8% |
| 1Y | +123.4% | +34.7% | +88.7% | +107.8% |
| All | +123.4% | +37.3% | +86.1% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling