+27.4%
WMT vs ILMN
+92.1%
-64.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.9% | +8.4% | +2.9% |
| 7D | +8.8% | -21.6% | +30.3% | +6.4% |
| 30D | +22.9% | -22.9% | +45.8% | +20.2% |
| 3M | +16.1% | +11.6% | +4.5% | +17.8% |
| 6M | -0.5% | +62.5% | -63.0% | +4.1% |
| YTD | +16.7% | +72.7% | -56.0% | +21.8% |
| 1Y | +27.4% | +93.9% | -66.5% | +36.3% |
| All | +27.4% | +92.1% | -64.8% | +36.3% |
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