+20.9%
F vs ILMN
+1,459.1%
-1,438.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.9% | +7.8% | +3.7% |
| 7D | +6.0% | -21.6% | +27.6% | +9.5% |
| 30D | +4.3% | -22.9% | +27.1% | +7.8% |
| 3M | -10.1% | +11.6% | -21.7% | -12.5% |
| 6M | +12.8% | +62.5% | -49.8% | +3.3% |
| YTD | -0.1% | +72.7% | -72.8% | -9.9% |
| 1Y | +3.7% | +93.9% | -90.2% | -8.1% |
| 3Y | +42.7% | +99.2% | -56.5% | +23.0% |
| 5Y | -11.0% | -44.8% | +33.8% | -9.1% |
| 10Y | +87.0% | +73.0% | +14.0% | +60.1% |
| All | +20.9% | +1,459.1% | -1,438.2% | -34.7% |
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