+7,266.3%
SHW vs ILMN
+1,331.5%
+5,934.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.2% | +4.2% | -3.1% |
| 7D | +5.7% | -28.3% | +34.0% | +9.3% |
| 30D | +8.7% | -24.0% | +32.6% | +11.5% |
| 3M | -5.4% | +4.1% | -9.4% | -6.6% |
| 6M | +12.2% | +49.6% | -37.3% | +6.1% |
| YTD | +8.5% | +58.6% | -50.1% | +1.5% |
| 1Y | +4.9% | +69.9% | -64.9% | -2.7% |
| 3Y | +42.8% | +82.9% | -40.0% | +28.7% |
| 5Y | +14.5% | -47.6% | +62.1% | +16.1% |
| 10Y | +373.0% | +58.8% | +314.2% | +325.1% |
| All | +7,266.3% | +1,331.5% | +5,934.9% | +4,716.7% |
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