+86.3%
KO vs ILMN
+135.0%
-48.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +0.9% |
| 7D | +2.2% | -9.8% | +12.0% | +2.1% |
| 30D | +10.1% | -22.7% | +32.8% | +9.9% |
| 3M | +12.2% | +12.1% | +0.2% | +12.0% |
| 6M | +25.1% | +51.5% | -26.4% | +24.9% |
| YTD | +41.3% | +63.9% | -22.5% | +41.1% |
| 1Y | +41.1% | +76.6% | -35.5% | +40.6% |
| 3Y | +86.3% | +124.6% | -38.3% | +86.2% |
| All | +86.3% | +135.0% | -48.7% | +86.2% |
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 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