+93.9%
ILMN vs REPL
+125.1%
-31.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -4.9% |
| 7D | -21.6% | +28.8% | -50.4% | -21.5% |
| 30D | -22.9% | +57.3% | -80.2% | -22.9% |
| 3M | +11.6% | +73.6% | -62.0% | +11.6% |
| 6M | +62.5% | +582.8% | -520.3% | +64.9% |
| YTD | +72.7% | +112.9% | -40.1% | +72.6% |
| 1Y | +93.9% | +130.7% | -36.8% | +93.3% |
| All | +93.9% | +125.1% | -31.3% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling