+174.1%
ILMN vs AR
-32.8%
+206.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.8% | -5.4% | -7.9% |
| 7D | -28.3% | -11.7% | -16.6% | -27.4% |
| 30D | -24.0% | +1.8% | -25.8% | -24.2% |
| 3M | +4.1% | +6.0% | -1.9% | +3.2% |
| 6M | +49.6% | -7.0% | +56.6% | +50.1% |
| YTD | +58.6% | +5.6% | +53.0% | +56.6% |
| 1Y | +69.9% | +10.8% | +59.1% | +66.7% |
| 3Y | +82.9% | +19.3% | +63.6% | +76.0% |
| 5Y | -47.6% | +73.3% | -120.9% | -51.8% |
| 10Y | +58.8% | +47.6% | +11.2% | +45.6% |
| All | +174.1% | -32.8% | +206.9% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 all: compounded portfolio wealth divided by compounded AR 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…
all analysis · Full analysis span regression · 6 months rolling