+32.1%
SWKS vs ILMN
+60.6%
-28.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.3% |
| 7D | -6.2% | -9.7% | +3.5% | -2.9% |
| 30D | -1.5% | -20.4% | +18.9% | +5.4% |
| 3M | +23.0% | +10.0% | +12.9% | +15.7% |
| 6M | +27.6% | +49.5% | -21.9% | +6.0% |
| YTD | +32.3% | +62.5% | -30.2% | +4.7% |
| 1Y | +20.1% | +76.0% | -55.9% | -8.0% |
| 3Y | +0.6% | +94.2% | -93.5% | -31.1% |
| 5Y | -42.3% | -46.3% | +4.0% | -35.7% |
| All | +32.1% | +60.6% | -28.5% | -1.1% |
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