+213.6%
YUM vs ILMN
+56.2%
+157.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.3% |
| 7D | -4.1% | +0.7% | -4.8% | -4.2% |
| 30D | +8.4% | -22.7% | +31.1% | +11.5% |
| 3M | +6.5% | +8.6% | -2.1% | +3.8% |
| 6M | +5.3% | +43.8% | -38.5% | -1.8% |
| YTD | +6.9% | +59.8% | -52.9% | -2.5% |
| 1Y | +8.7% | +71.8% | -63.0% | -2.0% |
| 3Y | +34.1% | +119.0% | -84.9% | +11.8% |
| 5Y | +39.9% | -43.8% | +83.8% | +46.1% |
| All | +213.6% | +56.2% | +157.4% | +170.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling