-28.7%
KVUE vs ILMN
-25.4%
-3.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.9% |
| 3M | -7.4% | +22.5% | -29.8% | -8.4% |
| 6M | +5.2% | +16.2% | -11.1% | +4.1% |
| YTD | +0.7% | +8.7% | -8.0% | 0.0% |
| 1Y | -26.7% | +88.1% | -114.8% | -29.9% |
| 3Y | -26.3% | -29.6% | +3.4% | -26.7% |
| All | -28.7% | -25.4% | -3.3% | -29.2% |
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