+135.2%
B vs ILMN
-49.5%
+184.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.2% | +8.7% | +1.7% |
| 7D | +4.3% | -28.3% | +32.6% | +9.2% |
| 30D | -0.9% | -24.0% | +23.0% | +2.8% |
| 3M | -1.4% | +4.1% | -5.4% | -2.7% |
| 6M | +5.0% | +49.6% | -44.5% | -1.9% |
| YTD | -5.8% | +58.6% | -64.4% | -13.1% |
| 1Y | +25.6% | +69.9% | -44.3% | +14.9% |
| 3Y | +161.6% | +82.9% | +78.7% | +132.1% |
| 5Y | +135.2% | -47.6% | +182.8% | +118.9% |
| All | +135.2% | -49.5% | +184.7% | +118.9% |
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