+48.4%
IR vs ILMN
-51.8%
+100.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.6% |
| 7D | -2.8% | +1.2% | -4.0% | -3.1% |
| 30D | -15.1% | +9.2% | -24.3% | -17.0% |
| 3M | +6.1% | +29.8% | -23.8% | -0.6% |
| 6M | -16.8% | +69.2% | -86.0% | -27.1% |
| YTD | -3.5% | +66.4% | -69.9% | -15.7% |
| 1Y | -3.5% | +123.4% | -126.9% | -22.6% |
| 3Y | +9.5% | +33.2% | -23.7% | -3.3% |
| All | +48.4% | -51.8% | +100.2% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling