+36.2%
SWKS vs ILMN
+72.2%
-36.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +9.4% | -2.9% | +12.3% | +9.8% |
| 30D | +17.0% | -23.8% | +40.8% | +20.1% |
| 3M | +28.9% | +7.5% | +21.5% | +27.4% |
| 6M | +33.1% | +42.8% | -9.6% | +28.7% |
| YTD | +44.8% | +57.8% | -13.0% | +33.6% |
| 1Y | +36.2% | +72.6% | -36.4% | +22.0% |
| All | +36.2% | +72.2% | -36.0% | +22.0% |
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 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