+212.9%
WELL vs ILMN
-51.8%
+264.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.9% |
| 7D | -0.8% | +1.2% | -2.0% | -0.9% |
| 30D | -0.1% | +9.2% | -9.3% | -0.9% |
| 3M | +18.0% | +29.8% | -11.8% | +15.2% |
| 6M | +15.0% | +69.2% | -54.2% | +9.6% |
| YTD | +28.6% | +66.4% | -37.8% | +22.4% |
| 1Y | +42.9% | +123.4% | -80.5% | +31.4% |
| 3Y | +203.0% | +33.2% | +169.9% | +192.2% |
| All | +212.9% | -51.8% | +264.7% | +189.5% |
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