+10.1%
IR vs ILMN
+74.5%
-64.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +1.1% | -6.0% | +7.1% | +1.8% |
| 30D | +7.6% | -23.0% | +30.6% | +10.5% |
| 3M | +0.1% | +10.4% | -10.3% | -2.0% |
| 6M | +14.0% | +49.4% | -35.5% | +6.5% |
| YTD | +7.5% | +62.3% | -54.9% | -6.6% |
| 1Y | +10.1% | +73.7% | -63.5% | -7.6% |
| All | +10.1% | +74.5% | -64.4% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 1y: compounded portfolio wealth divided by compounded ILMN 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…
1y analysis · Full analysis span regression · 6 months rolling