-5.3%
SYK vs ILMN
+92.1%
-97.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.9% | +14.3% | +9.7% |
| 7D | +11.7% | -21.6% | +33.3% | +13.9% |
| 30D | +19.1% | -22.9% | +41.9% | +21.6% |
| 3M | +1.4% | +11.6% | -10.2% | +1.5% |
| 6M | +17.4% | +62.5% | -45.1% | +15.5% |
| YTD | -2.5% | +72.7% | -75.3% | -5.5% |
| 1Y | -5.3% | +93.9% | -99.2% | -8.6% |
| All | -5.3% | +92.1% | -97.4% | -8.6% |
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