-45.5%
ILMN vs RACE
+65.0%
-110.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.2% |
| 7D | -9.7% | +5.1% | -14.8% | -11.9% |
| 30D | -20.4% | +7.7% | -28.1% | -23.3% |
| 3M | +10.0% | +2.2% | +7.8% | +8.6% |
| 6M | +49.5% | +23.8% | +25.7% | +33.2% |
| YTD | +62.5% | +13.9% | +48.6% | +49.2% |
| 1Y | +76.0% | +3.8% | +72.2% | +69.6% |
| 3Y | +94.2% | +28.0% | +66.1% | +46.8% |
| All | -45.5% | +65.0% | -110.6% | -69.6% |
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