+157.6%
B vs ILMN
-51.8%
+209.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -2.0% |
| 7D | -1.6% | +1.2% | -2.8% | -1.7% |
| 30D | +9.4% | +9.2% | +0.3% | +8.1% |
| 3M | +5.0% | +29.8% | -24.9% | +1.0% |
| 6M | -3.5% | +69.2% | -72.7% | -10.8% |
| YTD | +4.5% | +66.4% | -61.9% | -3.4% |
| 1Y | +67.8% | +123.4% | -55.6% | +48.5% |
| 3Y | +196.7% | +33.2% | +163.5% | +175.5% |
| All | +157.6% | -51.8% | +209.5% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling