+88.9%
SYY vs ILMN
+64.4%
+24.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.6% |
| 7D | +4.7% | -9.8% | +14.5% | +6.3% |
| 30D | -0.7% | -22.7% | +22.1% | +2.6% |
| 3M | -6.8% | +12.1% | -18.8% | -9.8% |
| 6M | +8.6% | +51.5% | -42.8% | -0.4% |
| YTD | +8.4% | +63.9% | -55.5% | -2.7% |
| 1Y | +7.1% | +76.6% | -69.5% | -5.2% |
| 3Y | +25.2% | +124.6% | -99.4% | +1.4% |
| 5Y | +13.0% | -42.7% | +55.7% | +17.9% |
| 10Y | +88.9% | +59.7% | +29.2% | +60.3% |
| All | +88.9% | +64.4% | +24.5% | +60.3% |
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 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