-43.2%
ILMN vs REPL
-34.5%
-8.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | -0.7% |
| 7D | -6.0% | +5.3% | -11.3% | -6.2% |
| 30D | -23.0% | +66.6% | -89.7% | -24.6% |
| 3M | +10.4% | +59.6% | -49.1% | +8.2% |
| 6M | +49.4% | +482.4% | -432.9% | +34.3% |
| YTD | +62.3% | +124.1% | -61.7% | +48.4% |
| 1Y | +73.7% | +138.6% | -64.9% | +58.1% |
| 3Y | +122.5% | +96.0% | +26.5% | +57.6% |
| 5Y | -43.2% | -35.4% | -7.8% | -51.9% |
| All | -43.2% | -34.5% | -8.7% | -51.9% |
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 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