+146.4%
SHOP vs ILMN
+88.1%
+58.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +2.8% |
| 7D | -5.4% | -9.7% | +4.2% | -2.7% |
| 30D | -10.3% | -20.4% | +10.1% | -4.4% |
| 3M | +1.0% | +10.0% | -9.0% | -4.0% |
| 6M | +41.2% | +49.5% | -8.3% | +19.5% |
| YTD | -7.5% | +62.5% | -70.0% | -24.5% |
| 1Y | -4.6% | +76.0% | -80.6% | -24.3% |
| 3Y | +146.4% | +94.2% | +52.3% | +82.9% |
| All | +146.4% | +88.1% | +58.4% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling