-11.4%
F vs ILMN
-49.5%
+38.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.2% | +7.1% | +0.9% |
| 7D | +1.4% | -28.3% | +29.7% | +9.3% |
| 30D | +2.0% | -24.0% | +26.0% | +8.1% |
| 3M | -10.4% | +4.1% | -14.4% | -13.6% |
| 6M | +9.7% | +49.6% | -39.9% | -5.1% |
| YTD | -1.2% | +58.6% | -59.8% | -16.9% |
| 1Y | 0.0% | +69.9% | -69.8% | -17.6% |
| 3Y | +41.1% | +82.9% | -41.8% | +6.7% |
| 5Y | -11.4% | -47.6% | +36.2% | -6.3% |
| All | -11.4% | -49.5% | +38.1% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling