+36.2%
ILMN vs QSR
+25.9%
+10.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.3% |
| 7D | -3.9% | -2.4% | -1.5% | -2.9% |
| 30D | +6.9% | +5.7% | +1.2% | +4.8% |
| 3M | +28.1% | +6.9% | +21.2% | +24.8% |
| 6M | +65.0% | +6.9% | +58.1% | +59.6% |
| YTD | +56.3% | +14.9% | +41.4% | +46.3% |
| 1Y | +108.7% | +29.1% | +79.6% | +83.9% |
| All | +36.2% | +25.9% | +10.3% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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