+368.4%
ALL vs ILMN
+64.4%
+304.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.5% | +3.2% |
| 7D | -0.1% | -9.8% | +9.6% | +1.0% |
| 30D | +13.8% | -22.7% | +36.6% | +16.7% |
| 3M | -2.8% | +12.1% | -14.8% | -5.4% |
| 6M | +23.7% | +51.5% | -27.8% | +15.1% |
| YTD | +27.3% | +63.9% | -36.6% | +16.6% |
| 1Y | +30.5% | +76.6% | -46.0% | +18.3% |
| 3Y | +113.0% | +124.6% | -11.6% | +79.0% |
| 5Y | +157.6% | -42.7% | +200.3% | +169.8% |
| 10Y | +368.4% | +59.7% | +308.7% | +295.2% |
| All | +368.4% | +64.4% | +304.0% | +295.2% |
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