+374.8%
ALL vs ILMN
+60.6%
+314.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.5% | -6.9% | -4.8% |
| 7D | -1.9% | -9.7% | +7.7% | -0.9% |
| 30D | +13.8% | -20.4% | +34.2% | +16.3% |
| 3M | -7.0% | +10.0% | -17.0% | -9.3% |
| 6M | +18.0% | +49.5% | -31.4% | +10.0% |
| YTD | +24.2% | +62.5% | -38.3% | +13.9% |
| 1Y | +31.2% | +76.0% | -44.8% | +18.9% |
| 3Y | +107.5% | +94.2% | +13.4% | +78.8% |
| 5Y | +144.8% | -46.3% | +191.1% | +160.2% |
| All | +374.8% | +60.6% | +314.2% | +303.8% |
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