+20.7%
ITW vs ILMN
+74.5%
-53.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.2% |
| 7D | -1.6% | -6.0% | +4.4% | -1.5% |
| 30D | +8.9% | -23.0% | +31.9% | +9.3% |
| 3M | -0.9% | +10.4% | -11.3% | -1.0% |
| 6M | +16.0% | +49.4% | -33.4% | +15.9% |
| YTD | +19.4% | +62.3% | -42.9% | +15.6% |
| 1Y | +20.7% | +73.7% | -53.0% | +14.4% |
| All | +20.7% | +74.5% | -53.9% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling