+1,666.2%
ALL vs ILMN
+1,401.8%
+264.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.2% |
| 7D | 0.0% | +1.2% | -1.2% | -0.1% |
| 30D | -1.5% | +9.2% | -10.7% | -2.5% |
| 3M | +23.6% | +29.8% | -6.2% | +19.9% |
| 6M | +22.3% | +69.2% | -46.9% | +15.1% |
| YTD | +26.5% | +66.4% | -39.9% | +19.0% |
| 1Y | +27.0% | +123.4% | -96.4% | +15.0% |
| 3Y | +149.6% | +33.2% | +116.4% | +134.6% |
| 5Y | +118.1% | -52.0% | +170.0% | +124.4% |
| 10Y | +369.0% | +33.6% | +335.4% | +321.4% |
| All | +1,666.2% | +1,401.8% | +264.4% | +1,019.4% |
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 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