-44.1%
ILMN vs COMP
-52.8%
+8.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.6% | -1.1% |
| 7D | +0.7% | +8.9% | -8.1% | -1.1% |
| 30D | -22.7% | +14.0% | -36.7% | -25.1% |
| 3M | +8.6% | -21.1% | +29.8% | +13.2% |
| 6M | +43.8% | +20.1% | +23.7% | +35.5% |
| YTD | +59.8% | -5.0% | +64.8% | +54.8% |
| 1Y | +71.8% | +5.7% | +66.1% | +62.2% |
| 3Y | +119.0% | +412.2% | -293.3% | +34.8% |
| 5Y | -43.8% | -12.1% | -31.7% | -55.9% |
| All | -44.1% | -52.8% | +8.7% | -51.9% |
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