+289.2%
ILMN vs URA
-51.6%
+340.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | +1.1% |
| 7D | -9.7% | -4.1% | -5.6% | -8.4% |
| 30D | -20.4% | -19.0% | -1.4% | -15.0% |
| 3M | +10.0% | -25.1% | +35.2% | +19.8% |
| 6M | +49.5% | -44.5% | +94.0% | +76.0% |
| YTD | +62.5% | -24.3% | +86.8% | +70.6% |
| 1Y | +76.0% | -28.1% | +104.1% | +87.0% |
| 3Y | +94.2% | +40.7% | +53.5% | +56.4% |
| 5Y | -46.3% | +35.5% | -81.8% | -57.7% |
| 10Y | +62.7% | +281.2% | -218.4% | -16.0% |
| All | +289.2% | -51.6% | +340.9% | +242.3% |
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