+24.3%
SBUX vs ILMN
+113.9%
-89.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -2.3% |
| 7D | -3.9% | +1.9% | -5.8% | -3.9% |
| 30D | -2.8% | +12.3% | -15.1% | -3.1% |
| 3M | +8.2% | +33.5% | -25.3% | +7.8% |
| 6M | +4.3% | +69.4% | -65.1% | +4.0% |
| YTD | +23.3% | +60.9% | -37.6% | +23.1% |
| 1Y | +24.3% | +115.0% | -90.7% | +25.0% |
| All | +24.3% | +113.9% | -89.6% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling