+97.8%
KO vs ILMN
-43.7%
+141.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.0% |
| 7D | +2.2% | -9.8% | +12.0% | +2.6% |
| 30D | +10.1% | -22.7% | +32.8% | +11.0% |
| 3M | +12.2% | +12.1% | +0.2% | +11.1% |
| 6M | +25.1% | +51.5% | -26.4% | +22.1% |
| YTD | +41.3% | +63.9% | -22.5% | +37.1% |
| 1Y | +41.1% | +76.6% | -35.5% | +36.2% |
| 3Y | +86.3% | +124.6% | -38.3% | +74.0% |
| 5Y | +97.8% | -42.7% | +140.5% | +101.5% |
| All | +97.8% | -43.7% | +141.5% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling