+2.4%
SWKS vs ILMN
+127.6%
-125.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.6% |
| 7D | +12.5% | +1.2% | +11.3% | +12.4% |
| 30D | +10.5% | +9.2% | +1.3% | +9.8% |
| 3M | -7.4% | +29.8% | -37.2% | -9.1% |
| 6M | +32.7% | +69.2% | -36.5% | +27.1% |
| YTD | +19.2% | +66.4% | -47.2% | +13.9% |
| 1Y | +2.4% | +123.4% | -121.0% | -3.6% |
| All | +2.4% | +127.6% | -125.3% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling