+51.6%
SW vs ILMN
+99.9%
-48.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.9% | +9.0% | +4.9% |
| 7D | +12.1% | -21.6% | +33.6% | +16.1% |
| 30D | +6.6% | -22.9% | +29.4% | +10.5% |
| 3M | -6.0% | +11.6% | -17.6% | -9.5% |
| 6M | +21.5% | +62.5% | -41.1% | +8.3% |
| YTD | +20.3% | +72.7% | -52.4% | +5.1% |
| 1Y | +28.1% | +93.9% | -65.7% | +9.1% |
| All | +51.6% | +99.9% | -48.3% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling