+29.4%
B vs ILMN
+92.1%
-62.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -4.9% | +13.2% | +9.3% |
| 7D | +1.1% | -21.6% | +22.7% | +6.2% |
| 30D | +0.3% | -22.9% | +23.2% | +5.6% |
| 3M | +5.4% | +11.6% | -6.2% | +1.0% |
| 6M | +5.5% | +62.5% | -57.0% | -7.6% |
| YTD | -6.3% | +72.7% | -79.0% | -20.7% |
| 1Y | +29.4% | +93.9% | -64.5% | +3.0% |
| All | +29.4% | +92.1% | -62.8% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling