+2,979.5%
SBUX vs ILMN
+1,401.8%
+1,577.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | -3.1% | +1.2% | -4.4% | -3.3% |
| 30D | -0.9% | +9.2% | -10.1% | -2.3% |
| 3M | +11.6% | +29.8% | -18.2% | +7.3% |
| 6M | +8.8% | +69.2% | -60.4% | +0.4% |
| YTD | +26.3% | +66.4% | -40.1% | +16.4% |
| 1Y | +23.1% | +123.4% | -100.3% | +8.0% |
| 3Y | +15.0% | +33.2% | -18.2% | +6.1% |
| 5Y | +0.4% | -52.0% | +52.3% | +4.6% |
| 10Y | +130.7% | +33.6% | +97.1% | +104.3% |
| All | +2,979.5% | +1,401.8% | +1,577.7% | +1,570.6% |
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