+27.6%
ILMN vs UL
+65.6%
-38.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.9% |
| 7D | +1.9% | -1.3% | +3.2% | +2.4% |
| 30D | +12.3% | +0.9% | +11.4% | +11.9% |
| 3M | +33.5% | +14.2% | +19.3% | +26.6% |
| 6M | +69.4% | -3.2% | +72.6% | +70.5% |
| YTD | +60.9% | -0.3% | +61.2% | +59.6% |
| 1Y | +115.0% | -8.8% | +123.7% | +120.3% |
| 3Y | +37.0% | +23.9% | +13.1% | +21.6% |
| 5Y | -53.1% | +21.4% | -74.5% | -58.7% |
| 10Y | +27.6% | +66.7% | -39.1% | +11.0% |
| All | +27.6% | +65.6% | -38.0% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling