+423.5%
LIN vs ILMN
+56.7%
+366.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.2% | +7.5% | +0.7% |
| 7D | +3.6% | -28.3% | +31.9% | +8.8% |
| 30D | +6.4% | -24.0% | +30.3% | +10.5% |
| 3M | +6.5% | +4.1% | +2.4% | +4.1% |
| 6M | +4.9% | +49.6% | -44.7% | -4.4% |
| YTD | +23.4% | +58.6% | -35.1% | +10.5% |
| 1Y | +26.3% | +69.9% | -43.6% | +11.5% |
| 3Y | +38.0% | +82.9% | -44.9% | +14.4% |
| 5Y | +68.0% | -47.6% | +115.6% | +81.2% |
| All | +423.5% | +56.7% | +366.8% | +350.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling