-11.2%
SHOP vs ILMN
-44.7%
+33.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | -1.2% | -2.9% | +1.6% | +0.3% |
| 30D | -14.7% | -23.8% | +9.1% | -3.4% |
| 3M | -7.2% | +7.5% | -14.7% | -14.3% |
| 6M | +54.2% | +42.8% | +11.4% | +19.5% |
| YTD | -8.6% | +57.8% | -66.5% | -34.4% |
| 1Y | +0.5% | +72.6% | -72.1% | -31.6% |
| 3Y | +135.9% | +129.3% | +6.6% | +13.5% |
| All | -11.2% | -44.7% | +33.4% | +32.9% |
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