+185.4%
SW vs ILMN
+56.7%
+128.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.2% | +6.7% | -0.3% |
| 7D | +4.7% | -28.3% | +32.9% | +9.5% |
| 30D | +5.0% | -24.0% | +29.0% | +8.7% |
| 3M | -7.3% | +4.1% | -11.4% | -9.1% |
| 6M | +15.0% | +49.6% | -34.6% | +6.3% |
| YTD | +18.5% | +58.6% | -40.1% | +7.9% |
| 1Y | +27.1% | +69.9% | -42.7% | +14.4% |
| 3Y | +49.3% | +82.9% | -33.6% | +28.7% |
| 5Y | -1.6% | -47.6% | +46.0% | -2.5% |
| All | +185.4% | +56.7% | +128.7% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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