+49.5%
ILMN vs URA
-41.6%
+91.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | +1.0% |
| 7D | -9.7% | -4.1% | -5.6% | -8.4% |
| 30D | -20.4% | -19.0% | -1.4% | -16.3% |
| 3M | +10.0% | -25.1% | +35.2% | +17.6% |
| 6M | +49.5% | -44.5% | +94.0% | +59.2% |
| All | +49.5% | -41.6% | +91.0% | +59.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling