+295.2%
SCHW vs ILMN
+25.5%
+269.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +1.1% |
| 7D | -2.8% | -9.2% | +6.4% | -1.1% |
| 30D | -0.1% | +4.4% | -4.4% | -1.0% |
| 3M | +20.6% | +23.9% | -3.3% | +15.3% |
| 6M | +15.9% | +64.5% | -48.6% | +4.7% |
| YTD | +8.5% | +53.5% | -45.0% | -1.2% |
| 1Y | +17.8% | +110.8% | -92.9% | -0.3% |
| 3Y | +88.5% | +30.7% | +57.9% | +70.1% |
| 5Y | +60.6% | -54.8% | +115.5% | +78.6% |
| All | +295.2% | +25.5% | +269.7% | +223.9% |
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