+94.2%
ILMN vs QS
-30.4%
+124.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.7% | +1.8% |
| 7D | -9.7% | +5.4% | -15.1% | -10.4% |
| 30D | -20.4% | -5.3% | -15.1% | -19.8% |
| 3M | +10.0% | -22.6% | +32.6% | +13.9% |
| 6M | +49.5% | -46.2% | +95.6% | +61.6% |
| YTD | +62.5% | -58.9% | +121.4% | +81.5% |
| 1Y | +76.0% | -73.1% | +149.1% | +109.9% |
| 3Y | +94.2% | -27.2% | +121.4% | +66.4% |
| All | +94.2% | -30.4% | +124.6% | +66.4% |
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 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