+861.6%
ASX vs ILMN
+33.5%
+828.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | -0.7% | +1.2% | -1.9% | -1.1% |
| 30D | +2.0% | +9.2% | -7.2% | -0.7% |
| 3M | -1.3% | +29.8% | -31.2% | -8.5% |
| 6M | +71.4% | +69.2% | +2.2% | +47.5% |
| YTD | +135.3% | +66.4% | +68.9% | +102.1% |
| 1Y | +267.5% | +123.4% | +144.1% | +188.3% |
| 3Y | +388.5% | +33.2% | +355.3% | +323.9% |
| 5Y | +417.1% | -52.0% | +469.1% | +468.1% |
| All | +861.6% | +33.5% | +828.1% | +718.6% |
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