+311.2%
B vs ILMN
+1,401.8%
-1,090.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -2.1% |
| 7D | -1.6% | +1.2% | -2.8% | -1.7% |
| 30D | +9.4% | +9.2% | +0.3% | +8.9% |
| 3M | +5.0% | +29.8% | -24.9% | +3.4% |
| 6M | -3.5% | +69.2% | -72.7% | -6.6% |
| YTD | +4.5% | +66.4% | -61.9% | +1.2% |
| 1Y | +67.8% | +123.4% | -55.6% | +59.7% |
| 3Y | +196.7% | +33.2% | +163.5% | +188.0% |
| 5Y | +151.9% | -52.0% | +203.9% | +154.0% |
| 10Y | +202.2% | +33.6% | +168.6% | +188.4% |
| All | +311.2% | +1,401.8% | -1,090.6% | +257.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling