+58.0%
ILMN vs UL
+107.1%
-49.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +0.7% | -2.5% | +3.2% | +1.6% |
| 30D | -22.7% | +5.7% | -28.4% | -24.7% |
| 3M | +8.6% | +7.0% | +1.6% | +5.3% |
| 6M | +43.8% | +16.1% | +27.8% | +34.6% |
| YTD | +59.8% | +3.6% | +56.2% | +55.2% |
| 1Y | +71.8% | -1.4% | +73.2% | +70.0% |
| 3Y | +119.0% | +34.1% | +84.9% | +87.4% |
| 5Y | -43.8% | +32.0% | -75.8% | -52.4% |
| All | +58.0% | +107.1% | -49.1% | +23.9% |
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