-51.4%
ILMN vs SPY
+82.0%
-133.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +9.2% | +0.1% | +9.1% | +9.2% |
| 3M | +29.8% | +2.0% | +27.9% | +26.5% |
| 6M | +69.2% | +13.0% | +56.2% | +44.9% |
| YTD | +66.4% | +13.5% | +52.8% | +40.8% |
| 1Y | +123.4% | +20.0% | +103.4% | +76.3% |
| 3Y | +33.2% | +77.2% | -44.0% | -37.7% |
| All | -51.4% | +82.0% | -133.4% | -78.0% |
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