+115.0%
ILMN vs STZ
-16.0%
+131.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.6% | +2.3% | -2.8% |
| 7D | +1.9% | -7.4% | +9.3% | +2.6% |
| 30D | +12.3% | -10.9% | +23.2% | +13.3% |
| 3M | +33.5% | -13.4% | +47.0% | +35.1% |
| 6M | +69.4% | -16.2% | +85.6% | +70.2% |
| YTD | +60.9% | -10.4% | +71.4% | +53.2% |
| 1Y | +115.0% | -14.8% | +129.7% | +101.4% |
| All | +115.0% | -16.0% | +131.0% | +101.4% |
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