+356.5%
SHW vs ILMN
+61.7%
+294.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +3.3% |
| 7D | +1.6% | -2.6% | +4.1% | +1.9% |
| 30D | +12.1% | -20.6% | +32.7% | +16.3% |
| 3M | -3.0% | +17.5% | -20.4% | -8.0% |
| 6M | +13.5% | +55.6% | -42.1% | +0.9% |
| YTD | +11.2% | +68.3% | -57.1% | -3.6% |
| 1Y | +6.2% | +81.1% | -74.9% | -9.5% |
| 3Y | +45.6% | +112.2% | -66.5% | +13.6% |
| 5Y | +15.6% | -42.6% | +58.2% | +20.5% |
| 10Y | +356.5% | +70.5% | +286.0% | +264.9% |
| All | +356.5% | +61.7% | +294.8% | +264.9% |
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