+186.7%
B vs ILMN
+60.6%
+126.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -1.9% | +0.2% |
| 7D | +9.6% | -9.7% | +19.3% | +10.8% |
| 30D | +3.5% | -20.4% | +23.9% | +6.3% |
| 3M | -1.6% | +10.0% | -11.6% | -3.3% |
| 6M | -1.7% | +49.5% | -51.1% | -7.3% |
| YTD | -5.3% | +62.5% | -67.8% | -11.9% |
| 1Y | +27.2% | +76.0% | -48.8% | +17.2% |
| 3Y | +166.1% | +94.2% | +71.9% | +138.0% |
| 5Y | +136.5% | -46.3% | +182.8% | +135.1% |
| All | +186.7% | +60.6% | +126.1% | +184.2% |
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