-43.1%
ILMN vs COMP
-52.0%
+8.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.7% | -8.3% | +0.2% |
| 7D | -9.7% | +13.4% | -23.1% | -12.2% |
| 30D | -20.4% | +11.1% | -31.5% | -22.4% |
| 3M | +10.0% | -18.8% | +28.9% | +14.0% |
| 6M | +49.5% | +10.5% | +39.0% | +43.3% |
| YTD | +62.5% | -3.4% | +65.9% | +57.0% |
| 1Y | +76.0% | +19.7% | +56.3% | +61.6% |
| 3Y | +94.2% | +381.6% | -287.4% | +21.1% |
| 5Y | -46.3% | -17.6% | -28.7% | -57.5% |
| All | -43.1% | -52.0% | +8.9% | -51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling