-55.3%
C vs ILMN
+1,331.5%
-1,386.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -8.2% | +3.1% | -3.5% |
| 7D | -5.3% | -28.3% | +23.0% | +0.2% |
| 30D | -7.3% | -24.0% | +16.6% | -3.1% |
| 3M | -13.5% | +4.1% | -17.5% | -15.1% |
| 6M | -6.5% | +49.6% | -56.1% | -14.5% |
| YTD | +3.6% | +58.6% | -55.0% | -6.9% |
| 1Y | +18.9% | +69.9% | -51.0% | +5.4% |
| 3Y | +205.0% | +82.9% | +122.1% | +158.9% |
| 5Y | +109.4% | -47.6% | +157.0% | +115.6% |
| 10Y | +232.9% | +58.8% | +174.1% | +173.7% |
| All | -55.3% | +1,331.5% | -1,386.8% | -79.9% |
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 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