+225.8%
WELL vs ILMN
-46.1%
+272.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.6% | -0.4% |
| 7D | +4.4% | -9.7% | +14.1% | +5.2% |
| 30D | +10.8% | -20.4% | +31.2% | +12.3% |
| 3M | +4.2% | +10.0% | -5.8% | +2.6% |
| 6M | +14.0% | +49.5% | -35.5% | +9.0% |
| YTD | +33.4% | +62.5% | -29.1% | +26.1% |
| 1Y | +32.4% | +76.0% | -43.6% | +24.1% |
| 3Y | +194.7% | +94.2% | +100.6% | +167.0% |
| All | +225.8% | -46.1% | +272.0% | +233.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling