+468.3%
WELL vs ILMN
+59.3%
+409.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +0.1% | -6.0% | +6.1% | +0.9% |
| 30D | +7.8% | -23.0% | +30.8% | +11.1% |
| 3M | +10.2% | +10.4% | -0.2% | +7.3% |
| 6M | +16.4% | +49.4% | -33.1% | +7.8% |
| YTD | +35.2% | +62.3% | -27.2% | +22.8% |
| 1Y | +30.5% | +73.7% | -43.2% | +17.1% |
| 3Y | +206.1% | +122.5% | +83.6% | +152.3% |
| 5Y | +228.3% | -43.2% | +271.4% | +245.5% |
| 10Y | +468.3% | +59.0% | +409.4% | +442.6% |
| All | +468.3% | +59.3% | +409.1% | +442.6% |
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