+216.3%
TGT vs ILMN
+28.5%
+187.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.4% |
| 7D | -0.6% | +1.9% | -2.5% | -1.0% |
| 30D | +9.5% | +12.3% | -2.8% | +6.9% |
| 3M | +32.3% | +33.5% | -1.3% | +24.2% |
| 6M | +37.0% | +69.4% | -32.3% | +22.1% |
| YTD | +71.0% | +60.9% | +10.1% | +52.9% |
| 1Y | +85.0% | +115.0% | -29.9% | +53.5% |
| 3Y | +46.8% | +37.0% | +9.8% | +30.1% |
| 5Y | -22.7% | -53.1% | +30.4% | -18.6% |
| 10Y | +216.3% | +27.6% | +188.7% | +183.8% |
| All | +216.3% | +28.5% | +187.8% | +183.8% |
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