+54.2%
ILMN vs UMAC
+549.5%
-495.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.3% | -12.6% | -3.6% |
| 7D | +1.9% | +14.7% | -12.8% | +1.4% |
| 30D | +12.3% | -0.5% | +12.8% | +12.0% |
| 3M | +33.5% | +0.5% | +33.0% | +32.5% |
| 6M | +69.4% | +57.9% | +11.4% | +63.2% |
| YTD | +60.9% | +103.9% | -43.0% | +52.8% |
| 1Y | +115.0% | +159.3% | -44.3% | +100.7% |
| All | +54.2% | +549.5% | -495.3% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 3y: compounded portfolio wealth divided by compounded UMAC 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…
3y analysis · Full analysis span regression · 6 months rolling