-43.8%
ILMN vs A
+11.8%
-55.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.7% |
| 7D | -2.9% | -0.5% | -2.4% | -2.5% |
| 30D | -23.8% | 0.0% | -23.8% | -23.1% |
| 3M | +7.5% | +16.7% | -9.2% | -3.7% |
| 6M | +42.8% | +54.8% | -12.1% | +0.3% |
| YTD | +57.8% | +28.8% | +29.0% | +28.4% |
| 1Y | +72.6% | +19.3% | +53.3% | +49.6% |
| 3Y | +129.3% | +65.5% | +63.8% | +48.3% |
| All | -43.8% | +11.8% | -55.6% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling