+1,710.1%
ITW vs ILMN
+1,365.4%
+344.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.3% |
| 7D | -1.6% | -6.0% | +4.4% | -0.9% |
| 30D | +8.9% | -23.0% | +31.9% | +12.1% |
| 3M | -0.9% | +10.4% | -11.3% | -2.9% |
| 6M | +16.0% | +49.4% | -33.4% | +8.9% |
| YTD | +19.4% | +62.3% | -42.9% | +10.4% |
| 1Y | +20.7% | +73.7% | -53.0% | +10.5% |
| 3Y | +33.4% | +122.5% | -89.1% | +15.7% |
| 5Y | +39.1% | -43.2% | +82.3% | +40.0% |
| 10Y | +195.3% | +59.0% | +136.3% | +156.7% |
| All | +1,710.1% | +1,365.4% | +344.7% | +888.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling