+3.8%
SYK vs ILMN
-55.2%
+59.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.7% |
| 7D | -12.3% | -9.2% | -3.1% | -10.9% |
| 30D | -22.4% | +4.4% | -26.8% | -23.1% |
| 3M | -12.3% | +23.9% | -36.2% | -15.7% |
| 6M | -24.3% | +64.5% | -88.8% | -30.9% |
| YTD | -22.8% | +53.5% | -76.2% | -28.9% |
| 1Y | -28.8% | +110.8% | -139.6% | -38.8% |
| 3Y | -4.0% | +30.7% | -34.6% | -11.4% |
| 5Y | +3.8% | -54.8% | +58.7% | +21.3% |
| All | +3.8% | -55.2% | +59.0% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling