+282.9%
SHW vs ILMN
+32.2%
+250.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.8% |
| 7D | -3.2% | +1.2% | -4.5% | -3.5% |
| 30D | -9.5% | +9.2% | -18.7% | -11.3% |
| 3M | +11.5% | +29.8% | -18.4% | +5.0% |
| 6M | -3.5% | +69.2% | -72.7% | -14.4% |
| YTD | +3.7% | +66.4% | -62.7% | -8.2% |
| 1Y | -7.9% | +123.4% | -131.3% | -24.6% |
| 3Y | +24.7% | +33.2% | -8.5% | +11.4% |
| 5Y | +13.6% | -52.0% | +65.5% | +25.2% |
| All | +282.9% | +32.2% | +250.7% | +207.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling