+37.0%
ILMN vs A
+29.5%
+7.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -1.3% |
| 7D | +1.9% | -2.1% | +4.0% | +3.5% |
| 30D | +12.3% | +0.6% | +11.7% | +11.9% |
| 3M | +33.5% | +10.9% | +22.7% | +23.0% |
| 6M | +69.4% | +28.2% | +41.2% | +37.6% |
| YTD | +60.9% | +8.6% | +52.3% | +49.5% |
| 1Y | +115.0% | +15.5% | +99.4% | +90.5% |
| 3Y | +37.0% | +31.8% | +5.2% | +6.2% |
| All | +37.0% | +29.5% | +7.5% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling