-27.9%
ILMN vs REPL
-6.0%
-21.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.5% |
| 7D | +1.2% | -3.0% | +4.2% | +1.4% |
| 30D | +9.2% | +27.1% | -18.0% | +7.6% |
| 3M | +29.8% | +52.4% | -22.5% | +23.5% |
| 6M | +69.2% | +107.4% | -38.2% | +48.9% |
| YTD | +66.4% | +54.7% | +11.6% | +49.1% |
| 1Y | +123.4% | +158.9% | -35.5% | +84.2% |
| 3Y | +33.2% | -23.7% | +56.9% | +2.6% |
| 5Y | -52.0% | -54.3% | +2.4% | -62.0% |
| All | -27.9% | -6.0% | -21.9% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling