+93.9%
ILMN vs USFR
+4.1%
+89.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -21.6% | +0.1% | -21.7% | -21.3% |
| 30D | -22.9% | +0.4% | -23.2% | -22.3% |
| 3M | +11.6% | +1.1% | +10.5% | +12.8% |
| 6M | +62.5% | +2.0% | +60.5% | +57.7% |
| YTD | +72.7% | +3.4% | +69.4% | +66.0% |
| 1Y | +93.9% | +4.1% | +89.8% | +88.3% |
| All | +93.9% | +4.1% | +89.8% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling