+20.1%
ILMN vs QSR
+218.5%
-198.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | +1.2% | +2.4% | -1.2% | +0.2% |
| 30D | +9.2% | +7.6% | +1.6% | +5.9% |
| 3M | +29.8% | +12.6% | +17.2% | +23.3% |
| 6M | +69.2% | +14.4% | +54.8% | +58.9% |
| YTD | +66.4% | +19.6% | +46.8% | +52.9% |
| 1Y | +123.4% | +33.9% | +89.5% | +94.9% |
| 3Y | +33.2% | +27.1% | +6.1% | +17.6% |
| 5Y | -52.0% | +48.5% | -100.5% | -60.4% |
| 10Y | +33.6% | +126.2% | -92.6% | -12.3% |
| All | +20.1% | +218.5% | -198.4% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling