+59.8%
ILMN vs STZ
+3.4%
+56.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.1% |
| 7D | -9.7% | +4.9% | -14.6% | -11.4% |
| 30D | -20.4% | +20.9% | -41.3% | -26.4% |
| 3M | +10.0% | +8.0% | +2.0% | +5.6% |
| 6M | +49.5% | -5.3% | +54.8% | +49.8% |
| YTD | +62.5% | +5.9% | +56.6% | +53.6% |
| 1Y | +76.0% | +14.2% | +61.8% | +60.8% |
| 3Y | +94.2% | -37.0% | +131.1% | +123.6% |
| 5Y | -46.3% | -29.7% | -16.6% | -40.8% |
| All | +59.8% | +3.4% | +56.5% | +53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling