+93.9%
ILMN vs S
+36.5%
+57.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.6% | -6.5% | -5.1% |
| 7D | -21.6% | -8.2% | -13.3% | -20.6% |
| 30D | -22.9% | -7.6% | -15.2% | -22.1% |
| 3M | +11.6% | +12.0% | -0.4% | +10.1% |
| 6M | +62.5% | +50.6% | +12.0% | +51.6% |
| YTD | +72.7% | +56.6% | +16.1% | +57.7% |
| 1Y | +93.9% | +39.2% | +54.6% | +78.1% |
| All | +93.9% | +36.5% | +57.4% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling