+188.6%
ITW vs ILMN
+25.5%
+163.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.1% | -1.2% |
| 7D | -1.9% | -3.9% | +2.0% | -1.2% |
| 30D | -10.4% | +6.9% | -17.3% | -11.6% |
| 3M | +3.5% | +28.1% | -24.6% | -1.5% |
| 6M | -3.4% | +65.0% | -68.3% | -12.6% |
| YTD | +8.5% | +56.3% | -47.8% | -1.5% |
| 1Y | +3.2% | +108.7% | -105.5% | -12.3% |
| 3Y | +18.9% | +33.1% | -14.2% | +7.2% |
| 5Y | +35.0% | -54.1% | +89.1% | +46.3% |
| 10Y | +188.6% | +27.8% | +160.8% | +137.6% |
| All | +188.6% | +25.5% | +163.2% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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