-47.6%
ILMN vs RACE
+65.1%
-112.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.3% | -5.9% | -7.1% |
| 7D | -28.3% | +5.7% | -34.0% | -30.1% |
| 30D | -24.0% | +9.3% | -33.2% | -27.2% |
| 3M | +4.1% | +3.8% | +0.2% | +2.0% |
| 6M | +49.6% | +29.8% | +19.8% | +30.2% |
| YTD | +58.6% | +15.6% | +43.0% | +44.6% |
| 1Y | +69.9% | +5.1% | +64.8% | +62.8% |
| 3Y | +82.9% | +30.8% | +52.1% | +36.5% |
| 5Y | -47.6% | +67.4% | -115.0% | -70.9% |
| All | -47.6% | +65.1% | -112.7% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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