+15.3%
ILMN vs QSR
+202.6%
-187.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.0% |
| 7D | +0.7% | -3.9% | +4.7% | +2.3% |
| 30D | -22.7% | +5.9% | -28.6% | -24.8% |
| 3M | +8.6% | +1.7% | +6.9% | +7.1% |
| 6M | +43.8% | -1.9% | +45.7% | +43.5% |
| YTD | +59.8% | +13.6% | +46.1% | +49.0% |
| 1Y | +71.8% | +13.1% | +58.7% | +60.4% |
| 3Y | +119.0% | +21.8% | +97.2% | +95.7% |
| 5Y | -43.8% | +57.2% | -101.0% | -54.7% |
| 10Y | +56.4% | +138.5% | -82.1% | +0.1% |
| All | +15.3% | +202.6% | -187.3% | -33.3% |
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