+76.0%
ILMN vs S
+31.6%
+44.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.8% | +2.2% |
| 7D | -9.7% | -13.4% | +3.8% | -7.6% |
| 30D | -20.4% | -14.0% | -6.4% | -18.6% |
| 3M | +10.0% | +4.9% | +5.2% | +9.8% |
| 6M | +49.5% | +42.0% | +7.5% | +40.7% |
| YTD | +62.5% | +45.1% | +17.4% | +50.1% |
| 1Y | +76.0% | +33.1% | +42.9% | +63.5% |
| All | +76.0% | +31.6% | +44.4% | +63.5% |
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