+279.9%
ILMN vs URA
-53.7%
+333.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.3% | -2.9% | -6.6% |
| 7D | -28.3% | -13.3% | -15.0% | -24.9% |
| 30D | -24.0% | -25.9% | +1.9% | -16.6% |
| 3M | +4.1% | -27.8% | +31.8% | +14.5% |
| 6M | +49.6% | -42.8% | +92.4% | +74.5% |
| YTD | +58.6% | -27.5% | +86.1% | +68.7% |
| 1Y | +69.9% | -35.1% | +105.0% | +86.2% |
| 3Y | +82.9% | +31.1% | +51.8% | +50.7% |
| 5Y | -47.6% | +29.8% | -77.4% | -58.2% |
| 10Y | +58.8% | +265.1% | -206.3% | -17.0% |
| All | +279.9% | -53.7% | +333.5% | +238.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling