+847.1%
TGT vs ILMN
+1,419.4%
-572.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +4.3% |
| 7D | +4.7% | -2.6% | +7.3% | +5.0% |
| 30D | +8.0% | -20.6% | +28.6% | +10.3% |
| 3M | +11.7% | +17.5% | -5.8% | +8.7% |
| 6M | +34.7% | +55.6% | -20.9% | +26.7% |
| YTD | +74.4% | +68.3% | +6.1% | +61.5% |
| 1Y | +89.2% | +81.1% | +8.1% | +73.7% |
| 3Y | +73.4% | +112.2% | -38.8% | +53.7% |
| 5Y | -24.0% | -42.6% | +18.6% | -23.7% |
| 10Y | +225.5% | +70.5% | +155.0% | +188.3% |
| All | +847.1% | +1,419.4% | -572.3% | +438.7% |
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