+25.8%
C vs ILMN
+74.5%
-48.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.7% |
| 7D | -0.4% | -6.0% | +5.6% | 0.0% |
| 30D | -5.3% | -23.0% | +17.7% | -3.8% |
| 3M | -8.0% | +10.4% | -18.4% | -7.8% |
| 6M | -0.3% | +49.4% | -49.7% | -1.6% |
| YTD | +8.6% | +62.3% | -53.7% | +2.8% |
| 1Y | +25.8% | +73.7% | -47.9% | +16.7% |
| All | +25.8% | +74.5% | -48.7% | +16.7% |
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