+31,973.6%
FIX vs ILMN
+1,459.1%
+30,514.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -4.9% | -10.2% | -14.3% |
| 7D | -18.9% | -21.6% | +2.6% | -15.6% |
| 30D | -36.3% | -22.9% | -13.4% | -33.5% |
| 3M | -38.5% | +11.6% | -50.1% | -39.9% |
| 6M | -42.3% | +62.5% | -104.8% | -47.1% |
| YTD | +17.1% | +72.7% | -55.6% | +5.6% |
| 1Y | +14.4% | +93.9% | -79.5% | +1.2% |
| 3Y | +486.7% | +99.2% | +387.5% | +403.6% |
| 5Y | +1,083.7% | -44.8% | +1,128.5% | +1,112.7% |
| 10Y | +3,932.4% | +73.0% | +3,859.5% | +3,262.5% |
| All | +31,973.6% | +1,459.1% | +30,514.6% | +14,326.1% |
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