+0.2%
SHOP vs ILMN
-43.8%
+43.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.3% |
| 7D | -2.5% | -6.0% | +3.5% | +0.8% |
| 30D | -16.7% | -23.0% | +6.3% | -6.2% |
| 3M | -2.2% | +10.4% | -12.6% | -10.9% |
| 6M | +45.6% | +49.4% | -3.9% | +10.0% |
| YTD | -7.3% | +62.3% | -69.6% | -34.4% |
| 1Y | -6.1% | +73.7% | -79.8% | -36.2% |
| 3Y | +143.3% | +122.5% | +20.8% | +20.5% |
| 5Y | +0.2% | -43.2% | +43.3% | +50.1% |
| All | +0.2% | -43.8% | +43.9% | +50.1% |
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