+319.4%
IR vs ILMN
+17.5%
+301.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.2% | +5.4% | -0.8% |
| 7D | +2.3% | -28.3% | +30.6% | +9.9% |
| 30D | +3.3% | -24.0% | +27.3% | +9.4% |
| 3M | -9.0% | +4.1% | -13.1% | -11.3% |
| 6M | +8.0% | +49.6% | -41.6% | -4.4% |
| YTD | +3.4% | +58.6% | -55.2% | -10.7% |
| 1Y | +4.5% | +69.9% | -65.4% | -11.3% |
| 3Y | +25.6% | +82.9% | -57.3% | -0.2% |
| 5Y | +43.8% | -47.6% | +91.4% | +53.0% |
| All | +319.4% | +17.5% | +301.9% | +227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling