+346.7%
SHW vs ILMN
+59.3%
+287.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -2.1% | -6.0% | +3.9% | -1.0% |
| 30D | +11.1% | -23.0% | +34.1% | +15.9% |
| 3M | -2.2% | +10.4% | -12.6% | -6.0% |
| 6M | +14.3% | +49.4% | -35.1% | +2.5% |
| YTD | +10.6% | +62.3% | -51.8% | -3.5% |
| 1Y | +4.1% | +73.7% | -69.6% | -10.6% |
| 3Y | +42.9% | +122.5% | -79.7% | +10.1% |
| 5Y | +14.2% | -43.2% | +57.4% | +19.0% |
| 10Y | +346.7% | +59.0% | +287.8% | +268.1% |
| All | +346.7% | +59.3% | +287.5% | +268.1% |
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 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