+21.0%
ITW vs ILMN
+37.1%
-16.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.1% |
| 7D | -0.4% | +1.9% | -2.3% | -0.7% |
| 30D | -9.4% | +12.3% | -21.7% | -10.8% |
| 3M | +7.1% | +33.5% | -26.4% | +2.9% |
| 6M | -1.9% | +69.4% | -71.2% | -8.9% |
| YTD | +10.4% | +60.9% | -50.5% | +2.8% |
| 1Y | +3.3% | +115.0% | -111.7% | -9.0% |
| 3Y | +21.0% | +37.0% | -16.0% | +14.5% |
| All | +21.0% | +37.1% | -16.1% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling