-53.7%
ILMN vs S
-48.3%
-5.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.3% |
| 7D | -6.0% | +1.2% | -7.2% | -6.3% |
| 30D | -23.0% | -7.3% | -15.7% | -21.6% |
| 3M | +10.4% | +5.9% | +4.5% | +7.7% |
| 6M | +49.4% | +45.6% | +3.8% | +32.7% |
| YTD | +62.3% | +58.5% | +3.8% | +39.7% |
| 1Y | +73.7% | +37.6% | +36.1% | +54.4% |
| 3Y | +122.5% | +51.7% | +70.9% | +84.8% |
| 5Y | -43.2% | -67.5% | +24.3% | -42.7% |
| All | -53.7% | -48.3% | -5.4% | -55.7% |
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