-45.5%
ILMN vs REPL
-35.6%
-9.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.0% | -5.5% | +2.2% |
| 7D | -9.7% | +22.8% | -32.5% | -10.4% |
| 30D | -20.4% | +63.8% | -84.2% | -22.0% |
| 3M | +10.0% | +68.1% | -58.1% | +7.6% |
| 6M | +49.5% | +528.5% | -479.0% | +33.8% |
| YTD | +62.5% | +122.4% | -59.9% | +48.6% |
| 1Y | +76.0% | +154.4% | -78.4% | +59.5% |
| 3Y | +94.2% | +68.0% | +26.2% | +42.4% |
| All | -45.5% | -35.6% | -9.9% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling