-51.4%
ILMN vs STZ
-33.3%
-18.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.3% |
| 7D | +1.2% | -1.9% | +3.1% | +2.0% |
| 30D | +9.2% | -1.9% | +11.1% | +9.7% |
| 3M | +29.8% | -6.2% | +36.1% | +32.1% |
| 6M | +69.2% | -14.0% | +83.2% | +76.8% |
| YTD | +66.4% | -5.1% | +71.5% | +63.8% |
| 1Y | +123.4% | -9.6% | +133.0% | +124.9% |
| 3Y | +33.2% | -47.2% | +80.4% | +73.3% |
| All | -51.4% | -33.3% | -18.1% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling