+214.8%
B vs ILMN
+54.3%
+160.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.5% |
| 7D | -7.3% | -2.9% | -4.5% | -6.9% |
| 30D | -3.3% | -23.8% | +20.5% | -0.1% |
| 3M | -7.8% | +7.5% | -15.2% | -9.1% |
| 6M | -15.5% | +42.8% | -58.3% | -19.9% |
| YTD | -12.3% | +57.8% | -70.1% | -18.1% |
| 1Y | +5.4% | +72.6% | -67.2% | -2.8% |
| 3Y | +165.5% | +129.3% | +36.2% | +132.9% |
| 5Y | +107.0% | -44.5% | +151.5% | +105.8% |
| All | +214.8% | +54.3% | +160.5% | +211.1% |
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