+485.4%
KO vs ILMN
+1,401.8%
-916.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.7% |
| 7D | -1.8% | +1.2% | -3.0% | -1.8% |
| 30D | +1.4% | +9.2% | -7.8% | +0.9% |
| 3M | +15.4% | +29.8% | -14.5% | +13.6% |
| 6M | +14.3% | +69.2% | -54.9% | +10.8% |
| YTD | +27.7% | +66.4% | -38.7% | +23.7% |
| 1Y | +32.7% | +123.4% | -90.7% | +26.1% |
| 3Y | +62.2% | +33.2% | +29.0% | +57.2% |
| 5Y | +80.0% | -52.0% | +132.0% | +82.6% |
| 10Y | +175.6% | +33.6% | +142.0% | +161.6% |
| All | +485.4% | +1,401.8% | -916.4% | +358.0% |
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