+145.0%
SBUX vs ILMN
+54.3%
+90.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +1.6% | -2.9% | +4.4% | +2.2% |
| 30D | +14.8% | -23.8% | +38.6% | +20.3% |
| 3M | -0.8% | +7.5% | -8.3% | -4.0% |
| 6M | +2.2% | +42.8% | -40.5% | -7.2% |
| YTD | +29.5% | +57.8% | -28.4% | +14.0% |
| 1Y | +27.0% | +72.6% | -45.6% | +9.6% |
| 3Y | +10.9% | +129.3% | -118.4% | -15.8% |
| 5Y | +7.4% | -44.5% | +51.9% | +12.9% |
| All | +145.0% | +54.3% | +90.7% | +120.2% |
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 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