+211.8%
TGT vs ILMN
+64.4%
+147.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.3% |
| 7D | +5.5% | -9.8% | +15.3% | +7.5% |
| 30D | +6.0% | -22.7% | +28.8% | +10.5% |
| 3M | +8.0% | +12.1% | -4.1% | +3.7% |
| 6M | +32.3% | +51.5% | -19.2% | +18.7% |
| YTD | +71.3% | +63.9% | +7.4% | +49.4% |
| 1Y | +86.8% | +76.6% | +10.3% | +60.1% |
| 3Y | +67.9% | +124.6% | -56.7% | +31.2% |
| 5Y | -25.1% | -42.7% | +17.7% | -24.6% |
| 10Y | +211.8% | +59.7% | +152.2% | +174.8% |
| All | +211.8% | +64.4% | +147.4% | +174.8% |
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