-12.3%
SHW vs ILMN
+113.9%
-126.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -2.1% |
| 7D | -1.2% | +1.9% | -3.1% | -1.3% |
| 30D | -11.6% | +12.3% | -23.9% | -12.1% |
| 3M | +9.1% | +33.5% | -24.4% | +7.6% |
| 6M | -0.7% | +69.4% | -70.0% | -2.7% |
| YTD | +1.4% | +60.9% | -59.6% | -1.0% |
| 1Y | -12.3% | +115.0% | -127.2% | -14.4% |
| All | -12.3% | +113.9% | -126.2% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling