-29.7%
ILMN vs REPL
+36.1%
-65.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | -0.6% |
| 7D | -6.0% | +5.3% | -11.3% | -6.3% |
| 30D | -23.0% | +66.6% | -89.7% | -25.3% |
| 3M | +10.4% | +59.6% | -49.1% | +7.2% |
| 6M | +49.4% | +482.4% | -432.9% | +28.4% |
| YTD | +62.3% | +124.1% | -61.7% | +42.2% |
| 1Y | +73.7% | +138.6% | -64.9% | +51.3% |
| 3Y | +122.5% | +96.0% | +26.5% | +53.8% |
| 5Y | -43.2% | -35.4% | -7.8% | -55.8% |
| All | -29.7% | +36.1% | -65.8% | -57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling