-45.5%
ILMN vs A
+15.4%
-60.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.7% | +1.0% |
| 7D | -9.7% | -0.1% | -9.6% | -9.5% |
| 30D | -20.4% | +3.4% | -23.8% | -21.8% |
| 3M | +10.0% | +23.8% | -13.8% | -6.1% |
| 6M | +49.5% | +49.0% | +0.5% | +8.2% |
| YTD | +62.5% | +29.4% | +33.1% | +31.6% |
| 1Y | +76.0% | +19.4% | +56.6% | +52.3% |
| 3Y | +94.2% | +66.2% | +28.0% | +25.2% |
| All | -45.5% | +15.4% | -60.9% | -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 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