+748.4%
ASX vs ILMN
+60.6%
+687.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.5% | +4.0% | +5.7% |
| 7D | -19.9% | -9.7% | -10.2% | -17.1% |
| 30D | -30.9% | -20.4% | -10.5% | -25.6% |
| 3M | -15.1% | +10.0% | -25.1% | -17.2% |
| 6M | -6.5% | +49.5% | -56.0% | -16.6% |
| YTD | +98.4% | +62.5% | +35.9% | +71.3% |
| 1Y | +107.9% | +76.0% | +31.9% | +75.3% |
| 3Y | +325.3% | +94.2% | +231.1% | +231.1% |
| 5Y | +447.3% | -46.3% | +493.6% | +492.2% |
| All | +748.4% | +60.6% | +687.8% | +618.7% |
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 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