+838.8%
TGT vs ILMN
+1,401.8%
-563.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.4% |
| 7D | +0.8% | +1.2% | -0.4% | +0.6% |
| 30D | +12.2% | +9.2% | +3.0% | +11.0% |
| 3M | +33.8% | +29.8% | +3.9% | +29.5% |
| 6M | +39.3% | +69.2% | -29.9% | +30.4% |
| YTD | +72.9% | +66.4% | +6.5% | +61.5% |
| 1Y | +84.6% | +123.4% | -38.9% | +65.6% |
| 3Y | +46.2% | +33.2% | +13.1% | +37.4% |
| 5Y | -21.3% | -52.0% | +30.6% | -18.9% |
| 10Y | +213.5% | +33.6% | +179.9% | +185.0% |
| All | +838.8% | +1,401.8% | -563.0% | +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