-44.5%
ILMN vs COMP
-56.6%
+12.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -8.2% | 0.0% | -6.5% |
| 7D | -28.3% | -1.8% | -26.5% | -28.0% |
| 30D | -24.0% | -0.8% | -23.2% | -24.1% |
| 3M | +4.1% | -28.1% | +32.2% | +10.7% |
| 6M | +49.6% | +27.0% | +22.6% | +38.2% |
| YTD | +58.6% | -12.8% | +71.4% | +56.6% |
| 1Y | +69.9% | +4.9% | +65.0% | +60.5% |
| 3Y | +82.9% | +321.0% | -238.1% | +17.5% |
| 5Y | -47.6% | -25.6% | -22.0% | -57.6% |
| All | -44.5% | -56.6% | +12.1% | -51.3% |
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