+130.7%
C vs ILMN
-51.8%
+182.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.8% |
| 3M | +2.4% | +29.8% | -27.4% | -2.9% |
| 6M | +24.9% | +69.2% | -44.3% | +12.1% |
| YTD | +19.8% | +66.4% | -46.6% | +7.1% |
| 1Y | +44.9% | +123.4% | -78.5% | +20.5% |
| 3Y | +263.0% | +33.2% | +229.8% | +223.4% |
| All | +130.7% | -51.8% | +182.5% | +134.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling