-41.7%
ILMN vs COMP
-47.7%
+5.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +1.2% | +1.4% | -0.1% | +0.9% |
| 30D | +9.2% | -13.3% | +22.5% | +12.3% |
| 3M | +29.8% | +41.1% | -11.3% | +19.7% |
| 6M | +69.2% | +17.2% | +52.0% | +59.2% |
| YTD | +66.4% | +5.2% | +61.2% | +58.8% |
| 1Y | +123.4% | +18.9% | +104.5% | +105.8% |
| 3Y | +33.2% | +215.9% | -182.7% | -8.7% |
| 5Y | -52.0% | -31.2% | -20.8% | -61.2% |
| All | -41.7% | -47.7% | +5.9% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling