-51.4%
ILMN vs REPL
-54.3%
+2.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.5% |
| 7D | +1.2% | -3.0% | +4.2% | +1.3% |
| 30D | +9.2% | +27.1% | -18.0% | +8.0% |
| 3M | +29.8% | +52.4% | -22.5% | +25.5% |
| 6M | +69.2% | +107.4% | -38.2% | +54.8% |
| YTD | +66.4% | +54.7% | +11.6% | +54.4% |
| 1Y | +123.4% | +158.9% | -35.5% | +94.1% |
| 3Y | +33.2% | -23.7% | +56.9% | +11.3% |
| All | -51.4% | -54.3% | +2.9% | -60.7% |
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