+1,045.4%
ILMN vs IT
+1,262.0%
-216.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.1% | +0.2% |
| 7D | +1.2% | -6.0% | +7.3% | +3.6% |
| 30D | +9.2% | 0.0% | +9.2% | +9.0% |
| 3M | +29.8% | +13.1% | +16.8% | +20.7% |
| 6M | +69.2% | +11.7% | +57.5% | +55.8% |
| YTD | +66.4% | -26.1% | +92.5% | +77.3% |
| 1Y | +123.4% | -21.3% | +144.7% | +130.1% |
| 3Y | +33.2% | -46.7% | +79.9% | +55.8% |
| 5Y | -52.0% | -40.5% | -11.5% | -46.6% |
| 10Y | +33.6% | +103.9% | -70.3% | -13.6% |
| All | +1,045.4% | +1,262.0% | -216.6% | +145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling