+1,045.4%
ILMN vs SPY
+739.4%
+306.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +26.8% |
| 6M | +69.2% | +13.0% | +56.2% | +47.1% |
| YTD | +66.4% | +13.5% | +52.8% | +43.1% |
| 1Y | +123.4% | +20.0% | +103.4% | +80.8% |
| 3Y | +33.2% | +77.2% | -44.0% | -30.7% |
| 5Y | -52.0% | +81.9% | -133.8% | -75.1% |
| 10Y | +33.6% | +314.1% | -280.4% | -72.5% |
| All | +1,045.4% | +739.4% | +306.0% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling