+223.5%
SWKS vs ILMN
+1,459.1%
-1,235.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -1.5% |
| 7D | -4.9% | -21.6% | +16.6% | +1.1% |
| 30D | -1.2% | -22.9% | +21.7% | +5.2% |
| 3M | +24.2% | +11.6% | +12.6% | +18.4% |
| 6M | +21.5% | +62.5% | -41.1% | +3.5% |
| YTD | +33.5% | +72.7% | -39.2% | +10.6% |
| 1Y | +18.9% | +93.9% | -74.9% | -4.7% |
| 3Y | +0.4% | +99.2% | -98.8% | -23.3% |
| 5Y | -44.3% | -44.8% | +0.5% | -41.4% |
| 10Y | +37.1% | +73.0% | -35.8% | +3.7% |
| All | +223.5% | +1,459.1% | -1,235.5% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling