+108.7%
ILMN vs QS
-45.8%
+154.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.6% | +3.7% | -1.6% |
| 7D | -3.9% | -4.2% | +0.4% | -3.1% |
| 30D | +6.9% | -15.7% | +22.6% | +10.2% |
| 3M | +28.1% | -28.7% | +56.8% | +35.1% |
| 6M | +65.0% | -23.2% | +88.2% | +68.9% |
| YTD | +56.3% | -49.9% | +106.2% | +75.9% |
| 1Y | +108.7% | -38.8% | +147.5% | +117.4% |
| All | +108.7% | -45.8% | +154.5% | +117.4% |
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