+208.6%
B vs ILMN
+64.4%
+144.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.7% | -3.4% | -5.8% |
| 7D | +7.1% | -9.8% | +16.9% | +8.5% |
| 30D | -3.3% | -22.7% | +19.4% | -0.3% |
| 3M | -2.5% | +12.1% | -14.6% | -4.5% |
| 6M | -7.2% | +51.5% | -58.7% | -12.8% |
| YTD | -7.4% | +63.9% | -71.2% | -14.0% |
| 1Y | +16.4% | +76.6% | -60.1% | +7.1% |
| 3Y | +178.7% | +124.6% | +54.1% | +144.7% |
| 5Y | +121.7% | -42.7% | +164.4% | +119.5% |
| 10Y | +208.6% | +59.7% | +148.9% | +200.1% |
| All | +208.6% | +64.4% | +144.2% | +200.1% |
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 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