-42.6%
ILMN vs USFR
+21.3%
-63.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -2.6% | +0.1% | -2.6% | -2.3% |
| 30D | -20.6% | +0.4% | -21.0% | -19.5% |
| 3M | +17.5% | +1.1% | +16.4% | +22.3% |
| 6M | +55.6% | +2.0% | +53.6% | +67.7% |
| YTD | +68.3% | +3.4% | +64.9% | +91.3% |
| 1Y | +81.1% | +4.1% | +77.0% | +111.3% |
| 3Y | +112.2% | +14.3% | +97.8% | +313.7% |
| 5Y | -42.6% | +21.3% | -63.9% | +90.1% |
| All | -42.6% | +21.3% | -63.9% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling