-2.9%
SHOP vs ILMN
-46.1%
+43.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +2.3% |
| 7D | -5.4% | -9.7% | +4.2% | -0.9% |
| 30D | -10.3% | -20.4% | +10.1% | -0.8% |
| 3M | +1.0% | +10.0% | -9.0% | -7.9% |
| 6M | +41.2% | +49.5% | -8.3% | +6.5% |
| YTD | -7.5% | +62.5% | -70.0% | -34.6% |
| 1Y | -4.6% | +76.0% | -80.6% | -35.7% |
| 3Y | +146.4% | +94.2% | +52.3% | +35.0% |
| All | -2.9% | -46.1% | +43.2% | +52.8% |
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 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