+206.6%
C vs ILMN
+83.5%
+123.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -8.2% | +3.1% | -3.7% |
| 7D | -5.3% | -28.3% | +23.0% | -0.4% |
| 30D | -7.3% | -24.0% | +16.6% | -3.5% |
| 3M | -13.5% | +4.1% | -17.5% | -15.0% |
| 6M | -6.5% | +49.6% | -56.1% | -14.5% |
| YTD | +3.6% | +58.6% | -55.0% | -7.2% |
| 1Y | +18.9% | +69.9% | -51.0% | +4.9% |
| All | +206.6% | +83.5% | +123.0% | +153.6% |
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