+999.9%
ILMN vs WY
+180.6%
+819.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | +0.7% | -5.4% | +6.2% | +3.0% |
| 30D | -22.7% | +7.9% | -30.6% | -26.0% |
| 3M | +8.6% | -16.6% | +25.2% | +15.6% |
| 6M | +43.8% | -11.2% | +55.0% | +48.1% |
| YTD | +59.8% | -11.3% | +71.1% | +63.0% |
| 1Y | +71.8% | -5.5% | +77.3% | +70.4% |
| 3Y | +119.0% | -25.4% | +144.4% | +139.8% |
| 5Y | -43.8% | -32.4% | -11.5% | -35.5% |
| 10Y | +56.4% | +3.8% | +52.7% | +36.9% |
| All | +999.9% | +180.6% | +819.2% | +495.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 all: compounded portfolio wealth divided by compounded WY 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…
all analysis · Full analysis span regression · 6 months rolling