+39.5%
F vs ILMN
+1,401.8%
-1,362.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.7% |
| 7D | +5.3% | +1.2% | +4.1% | +5.1% |
| 30D | +4.6% | +9.2% | -4.6% | +3.1% |
| 3M | -3.7% | +29.8% | -33.5% | -7.8% |
| 6M | +16.8% | +69.2% | -52.4% | +7.0% |
| YTD | +15.3% | +66.4% | -51.1% | +5.6% |
| 1Y | +31.0% | +123.4% | -92.4% | +13.8% |
| 3Y | +45.4% | +33.2% | +12.3% | +34.3% |
| 5Y | +54.7% | -52.0% | +106.6% | +62.5% |
| 10Y | +98.2% | +33.6% | +64.6% | +76.1% |
| All | +39.5% | +1,401.8% | -1,362.3% | -23.5% |
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