+32.3%
ILMN vs A
+246.7%
-214.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -2.0% |
| 7D | +1.2% | -1.9% | +3.2% | +2.8% |
| 30D | +9.2% | +6.9% | +2.3% | +3.6% |
| 3M | +29.8% | +9.2% | +20.6% | +20.7% |
| 6M | +69.2% | +25.7% | +43.5% | +38.9% |
| YTD | +66.4% | +11.5% | +54.8% | +49.8% |
| 1Y | +123.4% | +18.4% | +105.0% | +92.6% |
| 3Y | +33.2% | +26.6% | +6.6% | +7.3% |
| 5Y | -52.0% | -12.8% | -39.1% | -49.0% |
| All | +32.3% | +246.7% | -214.4% | -53.3% |
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