+6.9%
IR vs ILMN
+74.0%
-67.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.1% |
| 7D | +3.7% | -9.7% | +13.4% | +4.9% |
| 30D | +7.4% | -20.4% | +27.8% | +9.9% |
| 3M | -5.9% | +10.0% | -15.9% | -7.9% |
| 6M | +5.6% | +49.5% | -43.9% | -1.3% |
| YTD | +4.8% | +62.5% | -57.7% | -8.9% |
| 1Y | +6.9% | +76.0% | -69.0% | -11.5% |
| All | +6.9% | +74.0% | -67.1% | -11.5% |
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