-43.2%
ILMN vs URA
+37.5%
-80.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.3% |
| 7D | -6.0% | +2.9% | -8.9% | -6.7% |
| 30D | -23.0% | -10.8% | -12.2% | -20.3% |
| 3M | +10.4% | -25.5% | +35.9% | +19.7% |
| 6M | +49.4% | -41.2% | +90.6% | +71.3% |
| YTD | +62.3% | -21.3% | +83.6% | +67.0% |
| 1Y | +73.7% | -25.7% | +99.4% | +81.2% |
| 3Y | +122.5% | +43.1% | +79.5% | +68.4% |
| 5Y | -43.2% | +35.6% | -78.8% | -60.9% |
| All | -43.2% | +37.5% | -80.7% | -60.9% |
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