+112.0%
SYY vs ILMN
+25.5%
+86.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.0% | +2.6% |
| 7D | -0.2% | -3.9% | +3.6% | +0.3% |
| 30D | -2.7% | +6.9% | -9.6% | -3.9% |
| 3M | +5.9% | +28.1% | -22.2% | +1.3% |
| 6M | -2.3% | +65.0% | -67.3% | -10.6% |
| YTD | +13.1% | +56.3% | -43.2% | +3.9% |
| 1Y | +3.8% | +108.7% | -105.0% | -10.2% |
| 3Y | +26.7% | +33.1% | -6.3% | +15.8% |
| 5Y | +19.4% | -54.1% | +73.5% | +31.3% |
| 10Y | +112.0% | +27.8% | +84.1% | +81.3% |
| All | +112.0% | +25.5% | +86.5% | +81.3% |
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