+835.4%
TGT vs ILMN
+1,365.4%
-530.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +0.5% | -6.0% | +6.5% | +1.2% |
| 30D | +6.7% | -23.0% | +29.7% | +9.4% |
| 3M | +8.4% | +10.4% | -2.0% | +6.3% |
| 6M | +40.7% | +49.4% | -8.7% | +32.9% |
| YTD | +72.2% | +62.3% | +9.9% | +60.2% |
| 1Y | +86.2% | +73.7% | +12.5% | +71.7% |
| 3Y | +68.8% | +122.5% | -53.7% | +49.0% |
| 5Y | -25.2% | -43.2% | +18.0% | -24.7% |
| 10Y | +210.0% | +59.0% | +151.1% | +176.6% |
| All | +835.4% | +1,365.4% | -530.0% | +434.2% |
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