-2.1%
FIX vs ILMN
+71.2%
-73.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -8.2% | -3.4% | -9.3% |
| 7D | -27.2% | -28.3% | +1.0% | -21.5% |
| 30D | -46.9% | -24.0% | -23.0% | -43.2% |
| 3M | -44.4% | +4.1% | -48.5% | -43.8% |
| 6M | -50.9% | +49.6% | -100.5% | -53.1% |
| YTD | +3.5% | +58.6% | -55.0% | -7.1% |
| 1Y | -2.1% | +69.9% | -72.0% | -17.7% |
| All | -2.1% | +71.2% | -73.3% | -17.7% |
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 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