+3,848.5%
LIN vs ILMN
+1,401.8%
+2,446.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -2.1% | +1.2% | -3.3% | -2.3% |
| 30D | -2.4% | +9.2% | -11.6% | -3.6% |
| 3M | -5.6% | +29.8% | -35.4% | -9.0% |
| 6M | -3.4% | +69.2% | -72.6% | -10.2% |
| YTD | +13.1% | +66.4% | -53.3% | +5.1% |
| 1Y | +2.5% | +123.4% | -120.9% | -9.1% |
| 3Y | +27.6% | +33.2% | -5.6% | +18.6% |
| 5Y | +63.0% | -52.0% | +115.0% | +69.1% |
| 10Y | +359.3% | +33.6% | +325.7% | +309.5% |
| All | +3,848.5% | +1,401.8% | +2,446.8% | +2,018.7% |
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