+69.9%
ILMN vs SWK
+82.9%
-13.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.6% | -5.6% | -7.9% |
| 7D | -28.3% | +11.3% | -39.5% | -29.0% |
| 30D | -24.0% | +28.1% | -52.1% | -26.5% |
| 3M | +4.1% | +12.6% | -8.5% | +2.9% |
| 6M | +49.6% | +51.7% | -2.1% | +40.3% |
| YTD | +58.6% | +60.0% | -1.4% | +40.5% |
| 1Y | +69.9% | +72.7% | -2.8% | +45.7% |
| All | +69.9% | +82.9% | -13.1% | +45.7% |
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