+208.1%
C vs ILMN
+88.1%
+120.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.1% |
| 7D | -2.4% | -9.7% | +7.3% | -0.8% |
| 30D | -6.0% | -20.4% | +14.4% | -2.8% |
| 3M | -10.5% | +10.0% | -20.6% | -13.0% |
| 6M | -5.7% | +49.5% | -55.2% | -13.7% |
| YTD | +4.1% | +62.5% | -58.4% | -7.1% |
| 1Y | +20.5% | +76.0% | -55.5% | +5.6% |
| 3Y | +208.1% | +94.2% | +114.0% | +153.9% |
| All | +208.1% | +88.1% | +120.1% | +153.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling