-43.8%
ILMN vs URA
+25.6%
-69.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.7% |
| 7D | -2.9% | -1.5% | -1.3% | -2.4% |
| 30D | -23.8% | -10.4% | -13.4% | -21.1% |
| 3M | +7.5% | -29.6% | +37.1% | +18.4% |
| 6M | +42.8% | -40.3% | +83.0% | +63.1% |
| YTD | +57.8% | -25.5% | +83.3% | +64.9% |
| 1Y | +72.6% | -26.4% | +99.0% | +80.4% |
| 3Y | +129.3% | +31.4% | +97.9% | +79.0% |
| All | -43.8% | +25.6% | -69.5% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling