+282.1%
SCHW vs ILMN
+1,324.6%
-1,042.5%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | +2.0% | -2.9% | +4.9% | +2.5% |
| 30D | -3.6% | -23.8% | +20.2% | +1.0% |
| 3M | -15.0% | +7.5% | -22.4% | -17.4% |
| 6M | +2.6% | +42.8% | -40.1% | -6.3% |
| YTD | -5.7% | +57.8% | -63.5% | -16.2% |
| 1Y | -0.9% | +72.6% | -73.5% | -13.6% |
| 3Y | +79.4% | +129.3% | -50.0% | +41.8% |
| 5Y | +21.2% | -44.5% | +65.7% | +22.8% |
| 10Y | +193.3% | +54.5% | +138.8% | +130.2% |
| All | +282.1% | +1,324.6% | -1,042.5% | +28.0% |
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 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