-54.1%
ILMN vs UUUU
+132.1%
-186.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | -3.9% | +1.8% | -5.7% | -4.1% |
| 30D | +6.9% | +1.8% | +5.1% | +6.6% |
| 3M | +28.1% | +1.3% | +26.8% | +27.1% |
| 6M | +65.0% | -26.8% | +91.7% | +68.5% |
| YTD | +56.3% | +0.1% | +56.2% | +49.6% |
| 1Y | +108.7% | +11.2% | +97.5% | +89.0% |
| 3Y | +33.1% | +97.7% | -64.6% | +0.4% |
| 5Y | -54.1% | +127.3% | -181.5% | -68.0% |
| All | -54.1% | +132.1% | -186.2% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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