+32.7%
KO vs ILMN
+127.6%
-94.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.9% |
| 7D | -1.8% | +1.2% | -3.0% | -1.7% |
| 30D | +1.4% | +9.2% | -7.8% | +1.6% |
| 3M | +15.4% | +29.8% | -14.5% | +16.3% |
| 6M | +14.3% | +69.2% | -54.9% | +16.3% |
| YTD | +27.7% | +66.4% | -38.7% | +29.6% |
| 1Y | +32.7% | +123.4% | -90.7% | +34.3% |
| All | +32.7% | +127.6% | -94.9% | +34.3% |
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