+27.6%
ILMN vs STZ
-14.3%
+41.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.6% | +2.3% | -1.1% |
| 7D | +1.9% | -7.4% | +9.3% | +4.9% |
| 30D | +12.3% | -10.9% | +23.2% | +17.1% |
| 3M | +33.5% | -13.4% | +47.0% | +40.1% |
| 6M | +69.4% | -16.2% | +85.6% | +78.1% |
| YTD | +60.9% | -10.4% | +71.4% | +63.6% |
| 1Y | +115.0% | -14.8% | +129.7% | +122.8% |
| 3Y | +37.0% | -50.1% | +87.2% | +74.7% |
| 5Y | -53.1% | -38.8% | -14.3% | -45.0% |
| 10Y | +27.6% | -14.1% | +41.7% | +30.0% |
| All | +27.6% | -14.3% | +41.9% | +30.0% |
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