+19.3%
SYY vs ILMN
-52.9%
+72.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.1% |
| 7D | -2.8% | +1.9% | -4.7% | -3.0% |
| 30D | -5.3% | +12.3% | -17.6% | -6.5% |
| 3M | +5.1% | +33.5% | -28.5% | +1.6% |
| 6M | -5.0% | +69.4% | -74.4% | -10.7% |
| YTD | +10.7% | +60.9% | -50.2% | +4.3% |
| 1Y | +0.7% | +115.0% | -114.3% | -9.0% |
| 3Y | +24.0% | +37.0% | -13.0% | +16.5% |
| 5Y | +19.3% | -53.1% | +72.4% | +18.1% |
| All | +19.3% | -52.9% | +72.2% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling