+1,427.1%
ILMN vs UUUU
-92.0%
+1,519.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.6% |
| 7D | +1.2% | -1.4% | +2.6% | +1.3% |
| 30D | +9.2% | +16.3% | -7.1% | +7.8% |
| 3M | +29.8% | -16.7% | +46.5% | +31.1% |
| 6M | +69.2% | -33.7% | +102.9% | +72.8% |
| YTD | +66.4% | -0.5% | +66.9% | +63.1% |
| 1Y | +123.4% | +28.9% | +94.6% | +111.5% |
| 3Y | +33.2% | +99.9% | -66.7% | +18.0% |
| 5Y | -52.0% | +135.3% | -187.2% | -58.8% |
| 10Y | +33.6% | +518.4% | -484.8% | +1.4% |
| All | +1,427.1% | -92.0% | +1,519.1% | +1,056.7% |
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