+128.8%
SBUX vs ILMN
+28.5%
+100.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -1.7% |
| 7D | -3.9% | +1.9% | -5.8% | -4.3% |
| 30D | -2.8% | +12.3% | -15.1% | -5.3% |
| 3M | +8.2% | +33.5% | -25.3% | +1.6% |
| 6M | +4.3% | +69.4% | -65.1% | -7.3% |
| YTD | +23.3% | +60.9% | -37.6% | +10.3% |
| 1Y | +24.3% | +115.0% | -90.7% | +3.1% |
| 3Y | +15.5% | +37.0% | -21.6% | +2.1% |
| 5Y | -2.7% | -53.1% | +50.4% | +7.3% |
| 10Y | +128.8% | +27.6% | +101.3% | +102.3% |
| All | +128.8% | +28.5% | +100.4% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling