+331.1%
WELL vs ILMN
+32.2%
+298.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.8% |
| 7D | -0.8% | +1.2% | -2.0% | -1.0% |
| 30D | -0.1% | +9.2% | -9.3% | -1.5% |
| 3M | +18.0% | +29.8% | -11.8% | +13.2% |
| 6M | +15.0% | +69.2% | -54.2% | +5.7% |
| YTD | +28.6% | +66.4% | -37.8% | +17.9% |
| 1Y | +42.9% | +123.4% | -80.5% | +23.9% |
| 3Y | +203.0% | +33.2% | +169.9% | +180.4% |
| 5Y | +206.9% | -52.0% | +258.8% | +237.6% |
| All | +331.1% | +32.2% | +298.9% | +283.2% |
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 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