+8,355.9%
SHOP vs ILMN
+5.7%
+8,350.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -8.2% | +2.1% | -2.1% |
| 7D | -13.9% | -28.3% | +14.4% | -0.1% |
| 30D | -12.6% | -24.0% | +11.4% | -1.7% |
| 3M | -0.3% | +4.1% | -4.4% | -5.6% |
| 6M | +33.6% | +49.6% | -16.0% | +3.8% |
| YTD | -10.7% | +58.6% | -69.3% | -33.5% |
| 1Y | -11.8% | +69.9% | -81.6% | -36.6% |
| 3Y | +133.9% | +82.9% | +51.0% | +46.6% |
| 5Y | -5.9% | -47.6% | +41.7% | +14.1% |
| 10Y | +3,571.8% | +58.8% | +3,513.0% | +3,041.8% |
| All | +8,355.9% | +5.7% | +8,350.2% | +9,490.6% |
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