+123.4%
ILMN vs COMP
+22.2%
+101.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | +1.2% | +1.4% | -0.1% | +1.0% |
| 30D | +9.2% | -13.3% | +22.5% | +10.7% |
| 3M | +29.8% | +41.1% | -11.3% | +23.8% |
| 6M | +69.2% | +17.2% | +52.0% | +64.4% |
| YTD | +66.4% | +5.2% | +61.2% | +62.2% |
| 1Y | +123.4% | +18.9% | +104.5% | +101.2% |
| All | +123.4% | +22.2% | +101.2% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling