+1.2%
ILMN vs USHY
+50.4%
-49.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.5% |
| 7D | -3.9% | -0.1% | -3.7% | -3.6% |
| 30D | +6.9% | 0.0% | +6.9% | +7.1% |
| 3M | +28.1% | +0.8% | +27.3% | +26.0% |
| 6M | +65.0% | +1.9% | +63.0% | +58.9% |
| YTD | +56.3% | +2.3% | +54.0% | +49.4% |
| 1Y | +108.7% | +4.1% | +104.6% | +92.2% |
| 3Y | +33.1% | +27.8% | +5.3% | -17.8% |
| 5Y | -54.1% | +21.5% | -75.6% | -68.2% |
| All | +1.2% | +50.4% | -49.2% | -51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling