+81.0%
F vs ILMN
+61.7%
+19.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -2.9% | -0.2% |
| 7D | -0.6% | -2.6% | +1.9% | -0.3% |
| 30D | +2.9% | -20.6% | +23.5% | +7.8% |
| 3M | -9.5% | +17.5% | -26.9% | -15.1% |
| 6M | +4.0% | +55.6% | -51.6% | -10.0% |
| YTD | -1.3% | +68.3% | -69.6% | -17.2% |
| 1Y | -1.9% | +81.1% | -83.1% | -19.4% |
| 3Y | +53.5% | +112.2% | -58.7% | +14.5% |
| 5Y | -15.1% | -42.6% | +27.4% | -13.2% |
| 10Y | +81.0% | +70.5% | +10.5% | +46.2% |
| All | +81.0% | +61.7% | +19.3% | +46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling