+1,018.6%
ILMN vs SPY
+703.3%
+315.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.1% |
| 7D | -9.7% | -2.7% | -7.0% | -6.7% |
| 30D | -20.4% | -5.4% | -15.0% | -14.7% |
| 3M | +10.0% | -4.1% | +14.1% | +16.1% |
| 6M | +49.5% | +0.7% | +48.8% | +49.0% |
| YTD | +62.5% | +8.7% | +53.8% | +47.9% |
| 1Y | +76.0% | +10.9% | +65.1% | +56.5% |
| 3Y | +94.2% | +75.0% | +19.2% | +3.0% |
| 5Y | -46.3% | +67.8% | -114.1% | -69.3% |
| 10Y | +62.7% | +312.9% | -250.1% | -66.3% |
| All | +1,018.6% | +703.3% | +315.3% | +52.4% |
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