+21.5%
SCHW vs ILMN
-44.7%
+66.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | +2.0% | -2.9% | +4.9% | +2.3% |
| 30D | -3.6% | -23.8% | +20.2% | -0.8% |
| 3M | -15.0% | +7.5% | -22.4% | -16.6% |
| 6M | +2.6% | +42.8% | -40.1% | -3.5% |
| YTD | -5.7% | +57.8% | -63.5% | -13.1% |
| 1Y | -0.9% | +72.6% | -73.5% | -9.9% |
| 3Y | +79.4% | +129.3% | -50.0% | +49.9% |
| All | +21.5% | -44.7% | +66.2% | +29.9% |
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 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