+7,162.7%
SHW vs ILMN
+1,366.8%
+5,795.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.7% |
| 7D | +3.5% | -9.7% | +13.1% | +4.5% |
| 30D | +9.2% | -20.4% | +29.6% | +11.5% |
| 3M | -5.1% | +10.0% | -15.1% | -6.9% |
| 6M | +6.8% | +49.5% | -42.6% | +1.0% |
| YTD | +7.0% | +62.5% | -55.5% | -0.2% |
| 1Y | +4.1% | +76.0% | -71.9% | -3.8% |
| 3Y | +41.1% | +94.2% | -53.1% | +26.2% |
| 5Y | +12.9% | -46.3% | +59.2% | +14.2% |
| 10Y | +366.3% | +62.7% | +303.6% | +318.0% |
| All | +7,162.7% | +1,366.8% | +5,795.9% | +4,635.8% |
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