+265.0%
C vs ILMN
+33.7%
+231.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | 0.0% |
| 7D | +3.6% | +1.2% | +2.4% | +3.4% |
| 30D | +0.1% | +9.2% | -9.1% | -1.7% |
| 3M | +2.4% | +29.8% | -27.4% | -2.8% |
| 6M | +24.9% | +69.2% | -44.3% | +12.2% |
| YTD | +19.8% | +66.4% | -46.6% | +7.1% |
| 1Y | +44.9% | +123.4% | -78.5% | +19.8% |
| All | +265.0% | +33.7% | +231.3% | +210.8% |
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