+57.0%
ILMN vs UMAC
+214.8%
-157.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.6% | +3.9% | -2.4% |
| 7D | -9.8% | -13.9% | +4.1% | -9.3% |
| 30D | -22.7% | -39.6% | +16.8% | -21.2% |
| 3M | +12.1% | -53.6% | +65.7% | +15.0% |
| 6M | +51.5% | -6.2% | +57.7% | +49.7% |
| YTD | +63.9% | -1.2% | +65.0% | +59.9% |
| 1Y | +76.6% | +9.7% | +66.9% | +71.0% |
| All | +57.0% | +214.8% | -157.8% | +32.7% |
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