-43.8%
ILMN vs SPY
+72.1%
-115.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.7% |
| 7D | -2.9% | +2.6% | -5.5% | -6.0% |
| 30D | -23.8% | -2.0% | -21.8% | -21.3% |
| 3M | +7.5% | -2.8% | +10.2% | +12.2% |
| 6M | +42.8% | +2.1% | +40.6% | +39.7% |
| YTD | +57.8% | +11.5% | +46.3% | +37.5% |
| 1Y | +72.6% | +13.5% | +59.1% | +47.1% |
| 3Y | +129.3% | +77.7% | +51.6% | +6.8% |
| All | -43.8% | +72.1% | -115.9% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling