-37.7%
SWKS vs ILMN
-43.8%
+6.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.9% | +6.9% | +6.2% |
| 7D | +5.7% | -6.0% | +11.7% | +7.5% |
| 30D | +17.3% | -23.0% | +40.4% | +25.4% |
| 3M | +28.3% | +10.4% | +17.8% | +21.8% |
| 6M | +26.1% | +49.4% | -23.4% | +8.0% |
| YTD | +41.1% | +62.3% | -21.3% | +16.1% |
| 1Y | +31.4% | +73.7% | -42.3% | +5.6% |
| 3Y | +7.3% | +122.5% | -115.2% | -25.8% |
| 5Y | -37.7% | -43.2% | +5.5% | -31.6% |
| All | -37.7% | -43.8% | +6.1% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling