+43.8%
ILMN vs QSR
-2.4%
+46.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.7% |
| 7D | +0.7% | -3.9% | +4.7% | +0.3% |
| 30D | -22.7% | +5.9% | -28.6% | -22.9% |
| 3M | +8.6% | +1.7% | +6.9% | +9.0% |
| 6M | +43.8% | -1.9% | +45.7% | +47.7% |
| All | +43.8% | -2.4% | +46.2% | +47.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling