+442.3%
WELL vs ILMN
+54.3%
+388.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +0.1% | -2.9% | +3.0% | +0.5% |
| 30D | +5.7% | -23.8% | +29.5% | +9.1% |
| 3M | +4.6% | +7.5% | -2.8% | +2.2% |
| 6M | +11.9% | +42.8% | -30.9% | +4.3% |
| YTD | +33.6% | +57.8% | -24.2% | +21.8% |
| 1Y | +29.8% | +72.6% | -42.8% | +16.5% |
| 3Y | +202.2% | +129.3% | +72.8% | +147.1% |
| 5Y | +223.2% | -44.5% | +267.7% | +241.1% |
| All | +442.3% | +54.3% | +388.0% | +416.1% |
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