+31.8%
ILMN vs SWK
+2.4%
+29.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -1.9% |
| 7D | +1.2% | -0.4% | +1.7% | +1.4% |
| 30D | +9.2% | -5.7% | +14.9% | +11.9% |
| 3M | +29.8% | +24.1% | +5.8% | +17.7% |
| 6M | +69.2% | +24.7% | +44.5% | +51.8% |
| YTD | +66.4% | +33.9% | +32.4% | +43.1% |
| 1Y | +123.4% | +34.7% | +88.7% | +90.6% |
| 3Y | +33.2% | +15.3% | +17.9% | +18.3% |
| 5Y | -52.0% | -39.3% | -12.7% | -46.8% |
| All | +31.8% | +2.4% | +29.4% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling