+93.9%
ILMN vs COMP
+23.8%
+70.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.7% | -12.6% | -5.6% |
| 7D | -21.6% | +9.5% | -31.0% | -22.2% |
| 30D | -22.9% | +8.1% | -30.9% | -23.5% |
| 3M | +11.6% | -16.3% | +27.9% | +13.3% |
| 6M | +62.5% | +42.2% | +20.3% | +53.7% |
| YTD | +72.7% | -5.0% | +77.7% | +69.3% |
| 1Y | +93.9% | +20.1% | +73.8% | +76.2% |
| All | +93.9% | +23.8% | +70.1% | +76.2% |
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