+414.3%
ASX vs ILMN
-49.5%
+463.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -8.2% | -12.6% | -18.2% |
| 7D | -33.3% | -28.3% | -5.0% | -25.9% |
| 30D | -36.5% | -24.0% | -12.5% | -30.5% |
| 3M | -19.2% | +4.1% | -23.3% | -19.8% |
| 6M | -10.2% | +49.6% | -59.8% | -19.7% |
| YTD | +86.5% | +58.6% | +27.9% | +62.5% |
| 1Y | +89.6% | +69.9% | +19.8% | +62.0% |
| 3Y | +298.6% | +82.9% | +215.7% | +214.6% |
| 5Y | +414.3% | -47.6% | +461.9% | +432.9% |
| All | +414.3% | -49.5% | +463.7% | +432.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling