+3,291.5%
SHOP vs ILMN
+32.2%
+3,259.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | +0.3% |
| 7D | -5.1% | +1.2% | -6.3% | -5.7% |
| 30D | +0.6% | +9.2% | -8.6% | -4.6% |
| 3M | +25.0% | +29.8% | -4.8% | +6.9% |
| 6M | +11.9% | +69.2% | -57.3% | -17.8% |
| YTD | -9.9% | +66.4% | -76.2% | -34.0% |
| 1Y | 0.0% | +123.4% | -123.4% | -39.8% |
| 3Y | +117.5% | +33.2% | +84.3% | +65.0% |
| 5Y | -6.6% | -52.0% | +45.3% | +25.8% |
| All | +3,291.5% | +32.2% | +3,259.3% | +2,942.7% |
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