+3.0%
SBUX vs ILMN
-46.1%
+49.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.1% |
| 7D | +1.7% | -9.7% | +11.4% | +3.2% |
| 30D | +12.6% | -20.4% | +33.0% | +16.0% |
| 3M | +0.8% | +10.0% | -9.2% | -2.3% |
| 6M | +0.2% | +49.5% | -49.3% | -8.2% |
| YTD | +27.4% | +62.5% | -35.0% | +14.2% |
| 1Y | +31.5% | +76.0% | -44.5% | +16.0% |
| 3Y | +9.3% | +94.2% | -84.9% | -10.8% |
| All | +3.0% | -46.1% | +49.2% | +8.8% |
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