+124.6%
ILMN vs S
+54.2%
+70.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -9.8% | +1.4% | -11.2% | -10.1% |
| 30D | -22.7% | -10.8% | -11.9% | -20.7% |
| 3M | +12.1% | +5.4% | +6.7% | +9.7% |
| 6M | +51.5% | +41.2% | +10.2% | +35.8% |
| YTD | +63.9% | +56.2% | +7.7% | +41.2% |
| 1Y | +76.6% | +36.3% | +40.3% | +57.4% |
| 3Y | +124.6% | +49.4% | +75.2% | +80.3% |
| All | +124.6% | +54.2% | +70.3% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling