+25.9%
SWKS vs ILMN
+33.5%
-7.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.1% |
| 7D | +12.5% | +1.2% | +11.3% | +12.0% |
| 30D | +10.5% | +9.2% | +1.3% | +6.6% |
| 3M | -7.4% | +29.8% | -37.2% | -16.6% |
| 6M | +32.7% | +69.2% | -36.5% | +7.5% |
| YTD | +19.2% | +66.4% | -47.2% | -3.8% |
| 1Y | +2.4% | +123.4% | -121.0% | -27.9% |
| 3Y | -25.6% | +33.2% | -58.8% | -38.9% |
| 5Y | -53.4% | -52.0% | -1.5% | -44.9% |
| All | +25.9% | +33.5% | -7.6% | -7.1% |
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