+1,348.6%
ILMN vs UUUU
-96.4%
+1,445.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -2.9% | -1.1% | -1.8% | -2.8% |
| 30D | -23.8% | -21.0% | -2.8% | -22.4% |
| 3M | +7.5% | -54.8% | +62.3% | +13.9% |
| 6M | +42.8% | -67.3% | +110.1% | +54.2% |
| YTD | +57.8% | -54.7% | +112.5% | +64.0% |
| 1Y | +72.6% | -57.4% | +130.0% | +79.7% |
| 3Y | +129.3% | -19.6% | +149.0% | +118.1% |
| 5Y | -44.5% | -40.0% | -4.5% | -47.3% |
| 10Y | +54.5% | +364.1% | -309.6% | +21.8% |
| All | +1,348.6% | -96.4% | +1,445.0% | +1,063.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling