+337.7%
SCHW vs ILMN
+1,352.5%
-1,014.8%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.6% |
| 7D | -1.3% | +1.9% | -3.2% | -1.7% |
| 30D | -0.4% | +12.3% | -12.7% | -2.9% |
| 3M | +21.7% | +33.5% | -11.9% | +14.2% |
| 6M | +13.0% | +69.4% | -56.4% | +0.7% |
| YTD | +8.0% | +60.9% | -52.9% | -3.2% |
| 1Y | +15.8% | +115.0% | -99.2% | -3.3% |
| 3Y | +87.7% | +37.0% | +50.7% | +66.4% |
| 5Y | +59.7% | -53.1% | +112.8% | +69.5% |
| 10Y | +292.9% | +27.6% | +265.3% | +221.6% |
| All | +337.7% | +1,352.5% | -1,014.8% | +47.8% |
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 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