+94.2%
ILMN vs COMP
+353.8%
-259.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.7% | -8.3% | +0.5% |
| 7D | -9.7% | +13.4% | -23.1% | -11.9% |
| 30D | -20.4% | +11.1% | -31.5% | -22.1% |
| 3M | +10.0% | -18.8% | +28.9% | +13.5% |
| 6M | +49.5% | +10.5% | +39.0% | +44.1% |
| YTD | +62.5% | -3.4% | +65.9% | +58.0% |
| 1Y | +76.0% | +19.7% | +56.3% | +62.8% |
| 3Y | +94.2% | +381.6% | -287.4% | +17.5% |
| All | +94.2% | +353.8% | -259.6% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling