+370.0%
ALL vs ILMN
+56.2%
+313.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.9% |
| 7D | 0.0% | +0.7% | -0.8% | -0.1% |
| 30D | +12.8% | -22.7% | +35.5% | +15.7% |
| 3M | +4.7% | +8.6% | -4.0% | +2.2% |
| 6M | +24.9% | +43.8% | -18.9% | +17.0% |
| YTD | +30.0% | +59.8% | -29.8% | +19.4% |
| 1Y | +29.9% | +71.8% | -41.8% | +18.1% |
| 3Y | +117.5% | +119.0% | -1.4% | +83.4% |
| 5Y | +161.7% | -43.8% | +205.5% | +174.6% |
| All | +370.0% | +56.2% | +313.8% | +297.8% |
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