+167.6%
SYK vs ILMN
+25.5%
+142.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.6% |
| 7D | -12.3% | -9.2% | -3.1% | -10.5% |
| 30D | -22.4% | +4.4% | -26.8% | -23.3% |
| 3M | -12.3% | +23.9% | -36.2% | -16.8% |
| 6M | -24.3% | +64.5% | -88.8% | -32.9% |
| YTD | -22.8% | +53.5% | -76.2% | -30.8% |
| 1Y | -28.8% | +110.8% | -139.6% | -41.6% |
| 3Y | -4.0% | +30.7% | -34.6% | -14.7% |
| 5Y | +3.8% | -54.8% | +58.7% | +18.8% |
| All | +167.6% | +25.5% | +142.1% | +127.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling