+95.6%
F vs ILMN
+33.5%
+62.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.9% |
| 7D | +5.3% | +1.2% | +4.1% | +5.0% |
| 30D | +4.6% | +9.2% | -4.6% | +2.0% |
| 3M | -3.7% | +29.8% | -33.5% | -10.5% |
| 6M | +16.8% | +69.2% | -52.4% | +0.8% |
| YTD | +15.3% | +66.4% | -51.1% | -0.7% |
| 1Y | +31.0% | +123.4% | -92.4% | +3.0% |
| 3Y | +45.4% | +33.2% | +12.3% | +26.7% |
| 5Y | +54.7% | -52.0% | +106.6% | +67.0% |
| All | +95.6% | +33.5% | +62.0% | +61.2% |
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