+200.5%
B vs ILMN
+61.7%
+138.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +3.8% |
| 7D | +11.3% | -2.6% | +13.9% | +11.5% |
| 30D | +2.9% | -20.6% | +23.6% | +5.7% |
| 3M | -2.9% | +17.5% | -20.3% | -5.4% |
| 6M | -1.2% | +55.6% | -56.8% | -7.3% |
| YTD | -1.3% | +68.3% | -69.7% | -8.6% |
| 1Y | +30.4% | +81.1% | -50.7% | +19.7% |
| 3Y | +195.3% | +112.2% | +83.1% | +161.3% |
| 5Y | +146.2% | -42.6% | +188.8% | +143.0% |
| 10Y | +200.5% | +70.5% | +130.0% | +197.7% |
| All | +200.5% | +61.7% | +138.8% | +197.7% |
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