+59.7%
ILMN vs UL
+106.3%
-46.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.6% |
| 7D | -9.8% | +2.6% | -12.3% | -10.7% |
| 30D | -22.7% | +6.8% | -29.5% | -25.0% |
| 3M | +12.1% | +5.7% | +6.3% | +9.1% |
| 6M | +51.5% | +15.9% | +35.6% | +41.9% |
| YTD | +63.9% | +4.3% | +59.6% | +58.8% |
| 1Y | +76.6% | -0.4% | +77.0% | +74.1% |
| 3Y | +124.6% | +35.0% | +89.6% | +91.8% |
| 5Y | -42.7% | +31.6% | -74.3% | -51.4% |
| 10Y | +59.7% | +104.6% | -45.0% | +25.7% |
| All | +59.7% | +106.3% | -46.6% | +25.7% |
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