+1,714.8%
ALL vs ILMN
+1,331.5%
+383.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.2% | +7.3% | 0.0% |
| 7D | +4.2% | -28.3% | +32.5% | +7.5% |
| 30D | +18.9% | -24.0% | +42.9% | +21.8% |
| 3M | +1.2% | +4.1% | -2.8% | -0.1% |
| 6M | +23.2% | +49.6% | -26.3% | +16.7% |
| YTD | +30.0% | +58.6% | -28.6% | +22.0% |
| 1Y | +39.6% | +69.9% | -30.3% | +30.0% |
| 3Y | +115.2% | +82.9% | +32.4% | +94.1% |
| 5Y | +156.2% | -47.6% | +203.9% | +159.2% |
| 10Y | +398.0% | +58.8% | +339.2% | +338.8% |
| All | +1,714.8% | +1,331.5% | +383.4% | +1,047.7% |
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