+11.4%
B vs ILMN
+74.5%
-63.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -2.7% | -6.0% | +3.3% | -1.6% |
| 30D | -4.3% | -23.0% | +18.7% | +0.5% |
| 3M | -2.3% | +10.4% | -12.7% | -6.1% |
| 6M | -16.2% | +49.4% | -65.6% | -25.0% |
| YTD | -8.8% | +62.3% | -71.2% | -21.7% |
| 1Y | +11.4% | +73.7% | -62.3% | -8.0% |
| All | +11.4% | +74.5% | -63.2% | -8.0% |
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