+208.8%
C vs ILMN
+64.4%
+144.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.9% |
| 7D | -0.4% | -9.8% | +9.4% | +1.9% |
| 30D | -5.2% | -22.7% | +17.6% | 0.0% |
| 3M | -9.1% | +12.1% | -21.1% | -12.9% |
| 6M | -1.6% | +51.5% | -53.1% | -12.7% |
| YTD | +6.9% | +63.9% | -56.9% | -8.0% |
| 1Y | +23.0% | +76.6% | -53.6% | +3.8% |
| 3Y | +216.1% | +124.6% | +91.6% | +139.3% |
| 5Y | +112.2% | -42.7% | +155.0% | +120.0% |
| 10Y | +208.8% | +59.7% | +149.1% | +154.3% |
| All | +208.8% | +64.4% | +144.4% | +154.3% |
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