-0.7%
ILMN vs USHY
+49.7%
-50.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -0.7% |
| 7D | -9.2% | -0.7% | -8.5% | -7.7% |
| 30D | +4.4% | -0.5% | +4.9% | +5.7% |
| 3M | +23.9% | +0.5% | +23.4% | +22.7% |
| 6M | +64.5% | +1.5% | +63.0% | +59.9% |
| YTD | +53.5% | +1.7% | +51.7% | +48.3% |
| 1Y | +110.8% | +3.5% | +107.2% | +96.5% |
| 3Y | +30.7% | +27.2% | +3.5% | -18.4% |
| 5Y | -54.8% | +21.0% | -75.8% | -68.4% |
| All | -0.7% | +49.7% | -50.3% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded USHY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling