-22.3%
SYK vs ILMN
+127.6%
-150.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | -8.3% | +1.2% | -9.6% | -8.3% |
| 30D | -10.1% | +9.2% | -19.2% | -10.0% |
| 3M | +0.9% | +29.8% | -28.9% | +1.1% |
| 6M | -20.2% | +69.2% | -89.4% | -19.7% |
| YTD | -13.3% | +66.4% | -79.7% | -12.7% |
| 1Y | -22.3% | +123.4% | -145.8% | -20.1% |
| All | -22.3% | +127.6% | -150.0% | -20.1% |
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