-55.0%
ILMN vs S
-51.7%
-3.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -2.9% | +2.0% | -4.8% | -3.4% |
| 30D | -23.8% | -2.7% | -21.1% | -23.3% |
| 3M | +7.5% | -6.9% | +14.3% | +8.4% |
| 6M | +42.8% | +38.1% | +4.7% | +28.5% |
| YTD | +57.8% | +48.0% | +9.8% | +38.1% |
| 1Y | +72.6% | +34.5% | +38.1% | +54.2% |
| 3Y | +129.3% | +38.3% | +91.0% | +95.0% |
| 5Y | -44.5% | -70.9% | +26.4% | -42.8% |
| All | -55.0% | -51.7% | -3.3% | -56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling