-31.6%
ILMN vs REPL
+36.8%
-68.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -2.9% | +1.2% | -4.1% | -3.0% |
| 30D | -23.8% | +92.2% | -116.0% | -26.6% |
| 3M | +7.5% | +44.1% | -36.6% | +5.0% |
| 6M | +42.8% | +313.0% | -270.3% | +25.8% |
| YTD | +57.8% | +125.2% | -67.4% | +38.2% |
| 1Y | +72.6% | +143.8% | -71.2% | +50.1% |
| 3Y | +129.3% | +104.2% | +25.1% | +57.6% |
| 5Y | -44.5% | -34.5% | -10.0% | -56.9% |
| All | -31.6% | +36.8% | -68.4% | -58.6% |
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