+37.0%
ILMN vs QS
-19.7%
+56.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.0% | -5.3% | -3.6% |
| 7D | +1.9% | +2.2% | -0.3% | +1.5% |
| 30D | +12.3% | -8.1% | +20.3% | +13.7% |
| 3M | +33.5% | -27.0% | +60.6% | +39.1% |
| 6M | +69.4% | -16.4% | +85.8% | +71.1% |
| YTD | +60.9% | -46.4% | +107.3% | +73.7% |
| 1Y | +115.0% | -41.1% | +156.1% | +127.2% |
| 3Y | +37.0% | -18.6% | +55.6% | +19.9% |
| All | +37.0% | -19.7% | +56.7% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling