+991.7%
ILMN vs SWK
+779.7%
+212.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.6% | -5.6% | -7.0% |
| 7D | -28.3% | +11.3% | -39.5% | -32.4% |
| 30D | -24.0% | +28.1% | -52.1% | -33.1% |
| 3M | +4.1% | +12.6% | -8.5% | -2.9% |
| 6M | +49.6% | +51.7% | -2.1% | +20.1% |
| YTD | +58.6% | +60.0% | -1.4% | +21.7% |
| 1Y | +69.9% | +72.7% | -2.8% | +25.4% |
| 3Y | +82.9% | +46.3% | +36.6% | +41.4% |
| 5Y | -47.6% | -24.6% | -23.0% | -46.6% |
| 10Y | +58.8% | +32.2% | +26.6% | +9.1% |
| All | +991.7% | +779.7% | +212.0% | +156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling