+132.0%
WMT vs ILMN
-51.3%
+183.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | +3.9% | +1.2% | +2.7% | +3.9% |
| 30D | -4.4% | +9.2% | -13.6% | -4.9% |
| 3M | -8.8% | +29.8% | -38.6% | -10.3% |
| 6M | -15.6% | +69.2% | -84.8% | -18.5% |
| YTD | -3.2% | +66.4% | -69.6% | -6.5% |
| 1Y | +7.0% | +123.4% | -116.4% | +0.7% |
| 3Y | +105.3% | +33.2% | +72.1% | +98.6% |
| All | +132.0% | -51.3% | +183.3% | +160.7% |
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 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