+59.4%
ILMN vs UMAC
+494.0%
-434.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.4% |
| 7D | +1.2% | -0.9% | +2.1% | +1.3% |
| 30D | +9.2% | -7.7% | +16.8% | +9.2% |
| 3M | +29.8% | -26.4% | +56.3% | +30.3% |
| 6M | +69.2% | +61.9% | +7.3% | +62.9% |
| YTD | +66.4% | +86.5% | -20.1% | +58.6% |
| 1Y | +123.4% | +156.3% | -32.9% | +108.7% |
| All | +59.4% | +494.0% | -434.6% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling