+165.5%
YUM vs ILMN
+28.7%
+136.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.5% |
| 7D | -6.1% | -5.4% | -0.7% | -5.3% |
| 30D | -5.8% | +7.0% | -12.8% | -6.8% |
| 3M | -7.6% | +24.2% | -31.8% | -10.6% |
| 6M | -9.1% | +69.9% | -79.1% | -16.2% |
| YTD | -5.5% | +57.4% | -62.9% | -12.2% |
| 1Y | -3.7% | +107.9% | -111.6% | -14.9% |
| 3Y | +17.8% | +37.1% | -19.3% | +8.6% |
| 5Y | +19.3% | -53.7% | +72.9% | +29.6% |
| All | +165.5% | +28.7% | +136.8% | +137.4% |
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 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