+661.7%
SYY vs ILMN
+1,401.8%
-740.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | -2.3% | +1.2% | -3.5% | -2.4% |
| 30D | -4.9% | +9.2% | -14.1% | -5.7% |
| 3M | +8.4% | +29.8% | -21.5% | +5.8% |
| 6M | -7.4% | +69.2% | -76.6% | -11.7% |
| YTD | +11.0% | +66.4% | -55.4% | +5.7% |
| 1Y | -0.2% | +123.4% | -123.6% | -7.8% |
| 3Y | +23.8% | +33.2% | -9.4% | +18.0% |
| 5Y | +18.1% | -52.0% | +70.1% | +20.6% |
| 10Y | +94.6% | +33.6% | +61.0% | +81.4% |
| All | +661.7% | +1,401.8% | -740.1% | +442.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling