+8,434.7%
SHOP vs ILMN
+10.9%
+8,423.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | +0.2% |
| 7D | -5.1% | +1.2% | -6.3% | -5.6% |
| 30D | +0.6% | +9.2% | -8.6% | -4.3% |
| 3M | +25.0% | +29.8% | -4.8% | +8.0% |
| 6M | +11.9% | +69.2% | -57.3% | -16.1% |
| YTD | -9.9% | +66.4% | -76.2% | -32.6% |
| 1Y | 0.0% | +123.4% | -123.4% | -37.6% |
| 3Y | +117.5% | +33.2% | +84.3% | +68.3% |
| 5Y | -6.6% | -52.0% | +45.3% | +20.8% |
| 10Y | +3,320.3% | +33.6% | +3,286.7% | +2,965.3% |
| All | +8,434.7% | +10.9% | +8,423.8% | +9,624.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling