-45.5%
ILMN vs IT
-43.2%
-2.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.0% | +6.5% | +3.6% |
| 7D | -9.7% | -16.9% | +7.2% | -5.3% |
| 30D | -20.4% | +2.3% | -22.7% | -22.5% |
| 3M | +10.0% | +2.9% | +7.2% | +6.3% |
| 6M | +49.5% | +25.9% | +23.6% | +30.9% |
| YTD | +62.5% | -24.6% | +87.1% | +74.0% |
| 1Y | +76.0% | -16.0% | +92.0% | +78.6% |
| 3Y | +94.2% | -51.6% | +145.7% | +150.4% |
| All | -45.5% | -43.2% | -2.4% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 5y: compounded portfolio wealth divided by compounded IT 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…
5y analysis · Full analysis span regression · 6 months rolling