+551.6%
KO vs ILMN
+1,342.1%
-790.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +1.8% | +0.7% | +1.0% | +1.7% |
| 30D | +8.1% | -22.7% | +30.9% | +9.4% |
| 3M | +13.0% | +8.6% | +4.4% | +12.1% |
| 6M | +23.3% | +43.8% | -20.6% | +20.3% |
| YTD | +42.1% | +59.8% | -17.7% | +37.5% |
| 1Y | +39.9% | +71.8% | -31.9% | +34.8% |
| 3Y | +87.3% | +119.0% | -31.7% | +75.9% |
| 5Y | +99.3% | -43.8% | +143.1% | +99.7% |
| 10Y | +223.8% | +56.4% | +167.4% | +204.7% |
| All | +551.6% | +1,342.1% | -790.6% | +409.1% |
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