+1,451.6%
SYK vs ILMN
+1,352.5%
+99.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.3% | -5.5% | -8.4% |
| 7D | -12.9% | +1.9% | -14.8% | -13.1% |
| 30D | -18.5% | +12.3% | -30.8% | -19.7% |
| 3M | -8.1% | +33.5% | -41.6% | -11.7% |
| 6M | -23.8% | +69.4% | -93.1% | -29.2% |
| YTD | -20.9% | +60.9% | -81.8% | -26.2% |
| 1Y | -29.0% | +115.0% | -143.9% | -36.7% |
| 3Y | -1.7% | +37.0% | -38.7% | -8.9% |
| 5Y | +4.0% | -53.1% | +57.1% | +8.2% |
| 10Y | +168.8% | +27.6% | +141.2% | +144.5% |
| All | +1,451.6% | +1,352.5% | +99.1% | +844.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling