+93.9%
ILMN vs Q
+19.7%
+74.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | -21.6% | -3.3% | -18.3% | -21.0% |
| 30D | -22.9% | -9.7% | -13.2% | -21.9% |
| 3M | +11.6% | -16.1% | +27.7% | +13.7% |
| 6M | +62.5% | -15.7% | +78.2% | +63.1% |
| YTD | +72.7% | +45.7% | +27.0% | +61.6% |
| 1Y | +93.9% | +18.0% | +75.8% | +88.8% |
| All | +93.9% | +19.7% | +74.2% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling