+1,017.6%
ILMN vs WY
+183.2%
+834.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -6.0% | -5.1% | -1.0% | -4.0% |
| 30D | -23.0% | +9.0% | -32.1% | -26.6% |
| 3M | +10.4% | -16.7% | +27.1% | +17.6% |
| 6M | +49.4% | -10.3% | +59.7% | +53.2% |
| YTD | +62.3% | -10.5% | +72.9% | +65.0% |
| 1Y | +73.7% | -5.9% | +79.6% | +72.5% |
| 3Y | +122.5% | -24.7% | +147.2% | +142.7% |
| 5Y | -43.2% | -31.5% | -11.7% | -35.1% |
| 10Y | +59.0% | +4.7% | +54.2% | +38.6% |
| All | +1,017.6% | +183.2% | +834.4% | +503.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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