+48.0%
ILMN vs USFR
+27.5%
+20.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.2% | +0.1% | +1.2% | +1.2% |
| 30D | +9.2% | +0.3% | +8.9% | +9.2% |
| 3M | +29.8% | +1.0% | +28.8% | +29.9% |
| 6M | +69.2% | +1.9% | +67.3% | +69.2% |
| YTD | +66.4% | +2.6% | +63.8% | +66.4% |
| 1Y | +123.4% | +4.0% | +119.4% | +123.6% |
| 3Y | +33.2% | +14.1% | +19.1% | +33.9% |
| 5Y | -52.0% | +20.4% | -72.4% | -51.8% |
| 10Y | +33.6% | +28.0% | +5.6% | +31.9% |
| All | +48.0% | +27.5% | +20.4% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling