+13.4%
YUM vs ILMN
+92.1%
-78.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.9% | +10.8% | +5.8% |
| 7D | +10.8% | -21.6% | +32.3% | +10.3% |
| 30D | +21.4% | -22.9% | +44.3% | +20.9% |
| 3M | +13.2% | +11.6% | +1.6% | +12.2% |
| 6M | +8.8% | +62.5% | -53.8% | +8.4% |
| YTD | +11.5% | +72.7% | -61.2% | +8.8% |
| 1Y | +13.4% | +93.9% | -80.5% | +6.1% |
| All | +13.4% | +92.1% | -78.8% | +6.1% |
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