-27.1%
ILMN vs REPL
+39.1%
-66.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.6% | +3.4% |
| 7D | -2.6% | +14.2% | -16.8% | -3.2% |
| 30D | -20.6% | +65.9% | -86.5% | -22.9% |
| 3M | +17.5% | +84.6% | -67.1% | +13.2% |
| 6M | +55.6% | +446.9% | -391.3% | +34.3% |
| YTD | +68.3% | +129.0% | -60.7% | +47.3% |
| 1Y | +81.1% | +167.9% | -86.8% | +56.4% |
| 3Y | +112.2% | +93.9% | +18.3% | +47.3% |
| 5Y | -42.6% | -33.0% | -9.6% | -55.5% |
| All | -27.1% | +39.1% | -66.2% | -55.9% |
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