+7.7%
ILMN vs USHY
+50.7%
-43.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | +1.2% | -0.1% | +1.3% | +1.5% |
| 30D | +9.2% | +0.1% | +9.1% | +9.0% |
| 3M | +29.8% | +0.8% | +29.0% | +27.8% |
| 6M | +69.2% | +1.7% | +67.5% | +63.6% |
| YTD | +66.4% | +2.5% | +63.9% | +58.2% |
| 1Y | +123.4% | +4.4% | +119.0% | +104.6% |
| 3Y | +33.2% | +27.4% | +5.8% | -17.2% |
| 5Y | -52.0% | +21.7% | -73.7% | -66.9% |
| All | +7.7% | +50.7% | -43.1% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling