+3,459.3%
FIX vs ILMN
+56.7%
+3,402.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -8.2% | -3.4% | -9.6% |
| 7D | -27.2% | -28.3% | +1.0% | -21.3% |
| 30D | -46.9% | -24.0% | -23.0% | -43.3% |
| 3M | -44.4% | +4.1% | -48.5% | -45.2% |
| 6M | -50.9% | +49.6% | -100.5% | -55.6% |
| YTD | +3.5% | +58.6% | -55.0% | -8.5% |
| 1Y | -2.1% | +69.9% | -72.0% | -14.8% |
| 3Y | +418.7% | +82.9% | +335.9% | +323.7% |
| 5Y | +894.6% | -47.6% | +942.2% | +961.9% |
| All | +3,459.3% | +56.7% | +3,402.6% | +2,976.4% |
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