+325.3%
ASX vs ILMN
+88.1%
+237.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.5% | +4.0% | +5.6% |
| 7D | -19.9% | -9.7% | -10.2% | -17.0% |
| 30D | -30.9% | -20.4% | -10.5% | -25.4% |
| 3M | -15.1% | +10.0% | -25.1% | -16.4% |
| 6M | -6.5% | +49.5% | -56.0% | -15.0% |
| YTD | +98.4% | +62.5% | +35.9% | +75.2% |
| 1Y | +107.9% | +76.0% | +31.9% | +79.6% |
| 3Y | +325.3% | +94.2% | +231.1% | +243.1% |
| All | +325.3% | +88.1% | +237.2% | +243.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling