+122.9%
FIX vs ILMN
+127.6%
-4.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.1% |
| 7D | +6.0% | +1.2% | +4.8% | +5.8% |
| 30D | -7.2% | +9.2% | -16.4% | -8.3% |
| 3M | -15.9% | +29.8% | -45.7% | -18.5% |
| 6M | +12.7% | +69.2% | -56.5% | +5.3% |
| YTD | +72.8% | +66.4% | +6.4% | +61.6% |
| 1Y | +122.9% | +123.4% | -0.5% | +102.5% |
| All | +122.9% | +127.6% | -4.8% | +102.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling