+13.9%
ILMN vs QSR
+202.3%
-188.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.9% | -2.9% | +0.1% | -1.7% |
| 30D | -23.8% | +4.1% | -28.0% | -25.4% |
| 3M | +7.5% | -0.7% | +8.1% | +7.0% |
| 6M | +42.8% | +0.4% | +42.3% | +41.1% |
| YTD | +57.8% | +13.5% | +44.3% | +47.2% |
| 1Y | +72.6% | +11.0% | +61.6% | +62.5% |
| 3Y | +129.3% | +22.0% | +107.4% | +104.8% |
| 5Y | -44.5% | +57.1% | -101.6% | -55.2% |
| 10Y | +54.5% | +138.3% | -83.7% | -1.1% |
| All | +13.9% | +202.3% | -188.4% | -34.1% |
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