-24.6%
KVUE vs ILMN
+7.2%
-31.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -3.3% |
| 7D | -7.2% | -3.9% | -3.3% | -7.0% |
| 30D | -5.7% | +6.9% | -12.6% | -6.0% |
| 3M | +0.2% | +28.1% | -27.9% | -1.1% |
| 6M | 0.0% | +65.0% | -64.9% | -2.7% |
| YTD | +6.5% | +56.3% | -49.8% | +3.8% |
| 1Y | -1.4% | +108.7% | -110.1% | -5.6% |
| 3Y | -5.6% | +33.1% | -38.7% | -8.5% |
| All | -24.6% | +7.2% | -31.9% | -26.5% |
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