+93.9%
ILMN vs STZ
+14.7%
+79.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.3% | -10.2% | -3.6% |
| 7D | -21.6% | +13.0% | -34.5% | -19.1% |
| 30D | -22.9% | +29.4% | -52.3% | -19.8% |
| 3M | +11.6% | +11.6% | 0.0% | +15.7% |
| 6M | +62.5% | -0.2% | +62.8% | +69.2% |
| YTD | +72.7% | +8.6% | +64.2% | +73.7% |
| 1Y | +93.9% | +15.9% | +77.9% | +89.6% |
| All | +93.9% | +14.7% | +79.1% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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