-48.4%
C vs ILMN
+1,401.8%
-1,450.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.8% |
| 6M | +24.9% | +69.2% | -44.3% | +12.5% |
| YTD | +19.8% | +66.4% | -46.6% | +7.6% |
| 1Y | +44.9% | +123.4% | -78.5% | +22.0% |
| 3Y | +263.0% | +33.2% | +229.8% | +229.0% |
| 5Y | +129.5% | -52.0% | +181.5% | +142.2% |
| 10Y | +291.6% | +33.6% | +258.0% | +231.8% |
| All | -48.4% | +1,401.8% | -1,450.1% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling