+115.0%
ILMN vs USFR
+4.0%
+111.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.5% |
| 7D | +1.9% | +0.1% | +1.8% | +1.5% |
| 30D | +12.3% | +0.3% | +12.0% | +9.5% |
| 3M | +33.5% | +1.0% | +32.6% | +21.5% |
| 6M | +69.4% | +1.9% | +67.4% | +32.7% |
| YTD | +60.9% | +2.7% | +58.3% | +9.6% |
| 1Y | +115.0% | +4.0% | +110.9% | +7.8% |
| All | +115.0% | +4.0% | +111.0% | +7.8% |
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