Helical sweep on shaft

Hi, I need to creat helical sweep like on the picture below on the left.

I am able to do half of it but not sure how to turn its direction back. I tried to mirror the sweep but it creates sharp corner in the middle and that is not at all suitable for cam follower. I need it to turn back following an ellipse. If that makes sense.

If anybody would be able to help me I would very much appreciate it.

Thanks,Radek.