+25.8%
SYY vs ILMN
+41.2%
-15.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | -2.3% | +1.2% | -3.5% | -2.4% |
| 30D | -4.9% | +9.2% | -14.1% | -5.6% |
| 3M | +8.4% | +29.8% | -21.5% | +6.3% |
| 6M | -7.4% | +69.2% | -76.6% | -10.9% |
| YTD | +11.0% | +66.4% | -55.4% | +6.6% |
| 1Y | -0.2% | +123.4% | -123.6% | -7.0% |
| All | +25.8% | +41.2% | -15.4% | +18.5% |
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