+298.5%
ILMN vs URA
-31.1%
+329.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.3% | -1.8% |
| 7D | +1.2% | +1.1% | +0.1% | +0.9% |
| 30D | +9.2% | +7.4% | +1.8% | +6.9% |
| 3M | +29.8% | -8.4% | +38.2% | +32.4% |
| 6M | +69.2% | -12.7% | +81.9% | +73.2% |
| YTD | +66.4% | +7.8% | +58.6% | +57.4% |
| 1Y | +123.4% | +19.5% | +104.0% | +101.1% |
| 3Y | +33.2% | +116.4% | -83.3% | -6.4% |
| 5Y | -52.0% | +134.3% | -186.2% | -68.4% |
| 10Y | +33.6% | +359.3% | -325.6% | -34.6% |
| All | +298.5% | -31.1% | +329.6% | +215.7% |
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