+85.0%
TGT vs ILMN
+113.9%
-28.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -1.0% |
| 7D | -0.6% | +1.9% | -2.5% | -0.6% |
| 30D | +9.5% | +12.3% | -2.8% | +9.7% |
| 3M | +32.3% | +33.5% | -1.3% | +32.3% |
| 6M | +37.0% | +69.4% | -32.3% | +38.1% |
| YTD | +71.0% | +60.9% | +10.1% | +71.2% |
| 1Y | +85.0% | +115.0% | -29.9% | +83.5% |
| All | +85.0% | +113.9% | -28.9% | +83.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling