+3,653.2%
FIX vs ILMN
+60.6%
+3,592.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.5% | +3.0% | +4.9% |
| 7D | -17.5% | -9.7% | -7.8% | -15.1% |
| 30D | -41.6% | -20.4% | -21.2% | -38.2% |
| 3M | -40.6% | +10.0% | -50.6% | -42.2% |
| 6M | -49.4% | +49.5% | -98.9% | -54.2% |
| YTD | +9.2% | +62.5% | -53.3% | -4.0% |
| 1Y | +6.5% | +76.0% | -69.5% | -8.1% |
| 3Y | +448.7% | +94.2% | +354.6% | +342.0% |
| 5Y | +948.7% | -46.3% | +995.0% | +1,013.5% |
| All | +3,653.2% | +60.6% | +3,592.6% | +3,125.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling