+5,544.5%
YUM vs ILMN
+1,365.4%
+4,179.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -3.7% | -6.0% | +2.3% | -3.1% |
| 30D | +9.2% | -23.0% | +32.2% | +11.5% |
| 3M | +11.2% | +10.4% | +0.8% | +9.3% |
| 6M | +7.7% | +49.4% | -41.8% | +2.5% |
| YTD | +7.5% | +62.3% | -54.9% | +1.0% |
| 1Y | +8.3% | +73.7% | -65.3% | +1.1% |
| 3Y | +34.8% | +122.5% | -87.7% | +20.2% |
| 5Y | +41.6% | -43.2% | +84.8% | +42.2% |
| 10Y | +215.3% | +59.0% | +156.4% | +182.1% |
| All | +5,544.5% | +1,365.4% | +4,179.1% | +3,705.7% |
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 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