-45.5%
ILMN vs S
-67.4%
+21.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.8% | +2.0% |
| 7D | -9.7% | -13.4% | +3.8% | -6.1% |
| 30D | -20.4% | -14.0% | -6.4% | -17.2% |
| 3M | +10.0% | +4.9% | +5.2% | +7.4% |
| 6M | +49.5% | +42.0% | +7.5% | +32.5% |
| YTD | +62.5% | +45.1% | +17.4% | +41.8% |
| 1Y | +76.0% | +33.1% | +42.9% | +56.5% |
| 3Y | +94.2% | +40.6% | +53.5% | +61.8% |
| All | -45.5% | -67.4% | +21.9% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling