+94.2%
ILMN vs S
+34.5%
+59.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.8% | +2.1% |
| 7D | -9.7% | -13.4% | +3.8% | -6.4% |
| 30D | -20.4% | -14.0% | -6.4% | -17.4% |
| 3M | +10.0% | +4.9% | +5.2% | +7.8% |
| 6M | +49.5% | +42.0% | +7.5% | +33.5% |
| YTD | +62.5% | +45.1% | +17.4% | +42.8% |
| 1Y | +76.0% | +33.1% | +42.9% | +57.5% |
| 3Y | +94.2% | +40.6% | +53.5% | +34.7% |
| All | +94.2% | +34.5% | +59.7% | +34.7% |
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 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