+1,045.4%
ILMN vs UL
+904.6%
+140.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +1.2% | -1.3% | +2.6% | +1.8% |
| 30D | +9.2% | +0.5% | +8.7% | +9.0% |
| 3M | +29.8% | +17.6% | +12.2% | +20.5% |
| 6M | +69.2% | -5.4% | +74.6% | +72.0% |
| YTD | +66.4% | +0.7% | +65.7% | +63.9% |
| 1Y | +123.4% | -9.3% | +132.7% | +129.7% |
| 3Y | +33.2% | +24.5% | +8.6% | +17.3% |
| 5Y | -52.0% | +23.2% | -75.2% | -58.2% |
| 10Y | +33.6% | +64.5% | -30.9% | -1.0% |
| All | +1,045.4% | +904.6% | +140.8% | +315.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling