-5.4%
SYK vs ILMN
+32.3%
-37.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.1% |
| 7D | -11.8% | -3.9% | -7.9% | -11.5% |
| 30D | -20.4% | +6.9% | -27.3% | -20.9% |
| 3M | -12.1% | +28.1% | -40.2% | -14.1% |
| 6M | -24.3% | +65.0% | -89.3% | -27.9% |
| YTD | -21.2% | +56.3% | -77.5% | -24.7% |
| 1Y | -29.2% | +108.7% | -137.9% | -34.6% |
| All | -5.4% | +32.3% | -37.7% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling