+24.6%
SYY vs ILMN
+118.2%
-93.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +0.3% | -2.9% | +3.2% | +0.4% |
| 30D | -4.8% | -23.8% | +19.0% | -3.9% |
| 3M | -7.1% | +7.5% | -14.5% | -8.3% |
| 6M | +6.8% | +42.8% | -36.0% | +3.3% |
| YTD | +7.7% | +57.8% | -50.2% | +3.1% |
| 1Y | +5.7% | +72.6% | -66.9% | +0.4% |
| 3Y | +24.6% | +129.3% | -104.8% | +11.0% |
| All | +24.6% | +118.2% | -93.7% | +11.0% |
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