+5,924.3%
DE vs ILMN
+1,401.8%
+4,522.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.1% |
| 7D | +10.0% | +1.2% | +8.8% | +9.8% |
| 30D | +13.3% | +9.2% | +4.1% | +11.9% |
| 3M | +17.5% | +29.8% | -12.3% | +13.3% |
| 6M | +13.6% | +69.2% | -55.6% | +5.5% |
| YTD | +49.8% | +66.4% | -16.6% | +39.1% |
| 1Y | +47.9% | +123.4% | -75.5% | +31.1% |
| 3Y | +72.5% | +33.2% | +39.4% | +60.9% |
| 5Y | +90.2% | -52.0% | +142.2% | +96.7% |
| 10Y | +865.4% | +33.6% | +831.8% | +763.1% |
| All | +5,924.3% | +1,401.8% | +4,522.5% | +3,278.4% |
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 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