+47,227.9%
FIX vs ILMN
+1,401.8%
+45,826.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | +6.0% | +1.2% | +4.8% | +5.8% |
| 30D | -7.2% | +9.2% | -16.4% | -8.7% |
| 3M | -15.9% | +29.8% | -45.7% | -19.6% |
| 6M | +12.7% | +69.2% | -56.5% | +2.8% |
| YTD | +72.8% | +66.4% | +6.4% | +57.3% |
| 1Y | +122.9% | +123.4% | -0.5% | +91.9% |
| 3Y | +774.3% | +33.2% | +741.2% | +702.6% |
| 5Y | +2,049.5% | -52.0% | +2,101.4% | +2,159.0% |
| 10Y | +5,821.5% | +33.6% | +5,787.8% | +5,020.3% |
| All | +47,227.9% | +1,401.8% | +45,826.1% | +21,390.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling