+93.9%
ILMN vs QS
-71.4%
+165.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.5% | -12.4% | -5.8% |
| 7D | -21.6% | +4.5% | -26.0% | -22.0% |
| 30D | -22.9% | -4.1% | -18.8% | -22.6% |
| 3M | +11.6% | -22.1% | +33.7% | +14.6% |
| 6M | +62.5% | -38.4% | +100.9% | +70.1% |
| YTD | +72.7% | -57.5% | +130.2% | +92.1% |
| 1Y | +93.9% | -71.3% | +165.2% | +135.2% |
| All | +93.9% | -71.4% | +165.3% | +135.2% |
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