-43.2%
ILMN vs AU
+389.3%
-432.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.6% |
| 7D | -6.0% | +4.7% | -10.7% | -6.7% |
| 30D | -23.0% | -1.5% | -21.5% | -22.9% |
| 3M | +10.4% | -5.0% | +15.4% | +11.4% |
| 6M | +49.4% | -13.5% | +62.9% | +51.9% |
| YTD | +62.3% | +11.7% | +50.6% | +56.0% |
| 1Y | +73.7% | +21.3% | +52.4% | +64.1% |
| 3Y | +122.5% | +545.0% | -422.4% | +37.8% |
| 5Y | -43.2% | +412.0% | -455.1% | -67.1% |
| All | -43.2% | +389.3% | -432.5% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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