+123.4%
ILMN vs QS
-28.5%
+151.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.6% |
| 7D | +1.2% | -2.3% | +3.5% | +1.6% |
| 30D | +9.2% | -0.7% | +9.9% | +9.2% |
| 3M | +29.8% | -39.6% | +69.5% | +40.4% |
| 6M | +69.2% | -21.7% | +90.9% | +72.7% |
| YTD | +66.4% | -47.4% | +113.8% | +83.2% |
| 1Y | +123.4% | -28.4% | +151.8% | +138.8% |
| All | +123.4% | -28.5% | +151.9% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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