-1.5%
KVUE vs ILMN
+50.2%
-51.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.4% |
| 7D | +0.1% | +2.3% | -2.1% | 0.0% |
| 30D | -1.0% | +17.8% | -18.9% | -1.8% |
| 3M | -7.4% | +22.5% | -29.8% | -8.2% |
| 6M | +5.2% | +16.2% | -11.1% | +4.2% |
| YTD | +0.7% | +8.7% | -8.0% | +0.1% |
| 1Y | -26.7% | +88.1% | -114.8% | -29.5% |
| All | -1.5% | +50.2% | -51.8% | -6.6% |
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