+755.0%
SW vs ILMN
+455.0%
+300.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.4% |
| 7D | -5.1% | +1.2% | -6.3% | -5.2% |
| 30D | -4.6% | +9.2% | -13.8% | -5.3% |
| 3M | +9.4% | +29.8% | -20.5% | +7.1% |
| 6M | +3.5% | +69.2% | -65.7% | -0.8% |
| YTD | +22.0% | +66.4% | -44.3% | +16.9% |
| 1Y | +2.2% | +123.4% | -121.2% | -4.5% |
| 3Y | +19.6% | +33.2% | -13.6% | +14.0% |
| 5Y | -2.3% | -52.0% | +49.6% | -3.7% |
| 10Y | +181.4% | +33.6% | +147.7% | +171.9% |
| All | +755.0% | +455.0% | +300.0% | +836.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling