+2,105.4%
FIX vs ILMN
-51.8%
+2,157.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | +6.0% | +1.2% | +4.8% | +5.7% |
| 30D | -7.2% | +9.2% | -16.4% | -9.0% |
| 3M | -15.9% | +29.8% | -45.7% | -20.4% |
| 6M | +12.7% | +69.2% | -56.5% | +0.7% |
| YTD | +72.8% | +66.4% | +6.4% | +54.1% |
| 1Y | +122.9% | +123.4% | -0.5% | +85.4% |
| 3Y | +774.3% | +33.2% | +741.2% | +675.5% |
| All | +2,105.4% | -51.8% | +2,157.3% | +2,185.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling