+29.8%
WELL vs ILMN
+72.2%
-42.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | +0.1% | -2.9% | +3.0% | 0.0% |
| 30D | +5.7% | -23.8% | +29.5% | +4.8% |
| 3M | +4.6% | +7.5% | -2.8% | +4.8% |
| 6M | +11.9% | +42.8% | -30.9% | +13.5% |
| YTD | +33.6% | +57.8% | -24.2% | +34.9% |
| 1Y | +29.8% | +72.6% | -42.8% | +30.7% |
| All | +29.8% | +72.2% | -42.4% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling