-54.1%
ILMN vs QSR
+43.4%
-97.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.0% |
| 7D | -3.9% | -2.4% | -1.5% | -2.5% |
| 30D | +6.9% | +5.7% | +1.2% | +3.7% |
| 3M | +28.1% | +6.9% | +21.2% | +23.0% |
| 6M | +65.0% | +6.9% | +58.1% | +57.2% |
| YTD | +56.3% | +14.9% | +41.4% | +41.9% |
| 1Y | +108.7% | +29.1% | +79.6% | +74.6% |
| 3Y | +33.1% | +26.1% | +7.0% | +8.7% |
| 5Y | -54.1% | +42.3% | -96.4% | -69.9% |
| All | -54.1% | +43.4% | -97.6% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling