+59.8%
ILMN vs A
+319.7%
-259.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.7% | +1.1% |
| 7D | -9.7% | -0.1% | -9.6% | -9.5% |
| 30D | -20.4% | +3.4% | -23.8% | -21.7% |
| 3M | +10.0% | +23.8% | -13.8% | -5.7% |
| 6M | +49.5% | +49.0% | +0.5% | +9.3% |
| YTD | +62.5% | +29.4% | +33.1% | +32.2% |
| 1Y | +76.0% | +19.4% | +56.6% | +52.4% |
| 3Y | +94.2% | +66.2% | +28.0% | +28.6% |
| 5Y | -46.3% | +15.8% | -62.1% | -53.6% |
| All | +59.8% | +319.7% | -259.9% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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