+207.2%
C vs ILMN
+56.2%
+151.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | +4.7% | +0.7% | +4.0% | +4.5% |
| 30D | +0.2% | -22.7% | +22.9% | +5.6% |
| 3M | -9.3% | +8.6% | -18.0% | -12.5% |
| 6M | -0.8% | +43.8% | -44.7% | -11.0% |
| YTD | +8.5% | +59.8% | -51.3% | -6.1% |
| 1Y | +23.1% | +71.8% | -48.7% | +4.5% |
| 3Y | +220.8% | +119.0% | +101.8% | +144.1% |
| 5Y | +112.4% | -43.8% | +156.2% | +121.0% |
| All | +207.2% | +56.2% | +151.0% | +154.2% |
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