+76.6%
ILMN vs URA
-30.3%
+106.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.3% |
| 7D | -9.8% | +0.3% | -10.1% | -9.8% |
| 30D | -22.7% | -14.8% | -8.0% | -20.7% |
| 3M | +12.1% | -25.3% | +37.4% | +17.0% |
| 6M | +51.5% | -39.9% | +91.4% | +60.7% |
| YTD | +63.9% | -22.4% | +86.3% | +63.7% |
| 1Y | +76.6% | -29.0% | +105.5% | +78.2% |
| All | +76.6% | -30.3% | +106.9% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling