-45.5%
ILMN vs STZ
-29.7%
-15.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.0% |
| 7D | -9.7% | +4.9% | -14.6% | -11.3% |
| 30D | -20.4% | +20.9% | -41.3% | -26.3% |
| 3M | +10.0% | +8.0% | +2.0% | +6.0% |
| 6M | +49.5% | -5.3% | +54.8% | +51.1% |
| YTD | +62.5% | +5.9% | +56.6% | +52.5% |
| 1Y | +76.0% | +14.2% | +61.8% | +58.1% |
| 3Y | +94.2% | -37.0% | +131.1% | +132.4% |
| All | -45.5% | -29.7% | -15.8% | -36.2% |
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