+4.3%
WMT vs ILMN
+108.3%
-104.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.4% |
| 7D | -0.2% | -3.9% | +3.6% | -0.5% |
| 30D | -5.8% | +6.9% | -12.7% | -5.2% |
| 3M | -10.8% | +28.1% | -38.9% | -9.1% |
| 6M | -14.3% | +65.0% | -79.3% | -11.1% |
| YTD | -4.4% | +56.3% | -60.7% | -1.2% |
| 1Y | +4.3% | +108.7% | -104.4% | +10.4% |
| All | +4.3% | +108.3% | -104.0% | +10.4% |
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