+20.5%
C vs ILMN
+74.0%
-53.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.3% |
| 7D | -2.4% | -9.7% | +7.3% | -1.8% |
| 30D | -6.0% | -20.4% | +14.4% | -4.6% |
| 3M | -10.5% | +10.0% | -20.6% | -10.3% |
| 6M | -5.7% | +49.5% | -55.2% | -6.9% |
| YTD | +4.1% | +62.5% | -58.4% | -1.4% |
| 1Y | +20.5% | +76.0% | -55.5% | +11.2% |
| All | +20.5% | +74.0% | -53.5% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling