+46.0%
F vs ILMN
+33.7%
+12.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.8% |
| 7D | +5.3% | +1.2% | +4.1% | +5.0% |
| 30D | +4.6% | +9.2% | -4.6% | +2.5% |
| 3M | -3.7% | +29.8% | -33.5% | -9.4% |
| 6M | +16.8% | +69.2% | -52.4% | +3.3% |
| YTD | +15.3% | +66.4% | -51.1% | +1.8% |
| 1Y | +31.0% | +123.4% | -92.4% | +6.7% |
| All | +46.0% | +33.7% | +12.3% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling