+93.9%
ILMN vs SPY
+14.6%
+79.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -6.5% |
| 7D | -21.6% | -0.7% | -20.8% | -20.8% |
| 30D | -22.9% | -1.0% | -21.8% | -21.8% |
| 3M | +11.6% | -0.3% | +11.9% | +12.4% |
| 6M | +62.5% | +7.3% | +55.2% | +55.5% |
| YTD | +72.7% | +13.3% | +59.4% | +58.1% |
| 1Y | +93.9% | +14.8% | +79.1% | +75.2% |
| All | +93.9% | +14.6% | +79.2% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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