+910.8%
WMT vs ILMN
+1,365.4%
-454.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -2.7% | -6.0% | +3.3% | -2.4% |
| 30D | +11.1% | -23.0% | +34.2% | +12.6% |
| 3M | +11.2% | +10.4% | +0.8% | +9.9% |
| 6M | -1.3% | +49.4% | -50.7% | -4.4% |
| YTD | +13.5% | +62.3% | -48.8% | +9.0% |
| 1Y | +22.5% | +73.7% | -51.2% | +17.1% |
| 3Y | +134.1% | +122.5% | +11.6% | +117.2% |
| 5Y | +170.3% | -43.2% | +213.4% | +170.3% |
| 10Y | +525.5% | +59.0% | +466.5% | +478.4% |
| All | +910.8% | +1,365.4% | -454.6% | +594.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling