+226.8%
LOW vs ILMN
+28.5%
+198.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.1% |
| 7D | +0.4% | +1.9% | -1.5% | -0.1% |
| 30D | -10.1% | +12.3% | -22.4% | -12.5% |
| 3M | -2.9% | +33.5% | -36.4% | -9.2% |
| 6M | -19.4% | +69.4% | -88.8% | -28.8% |
| YTD | -15.4% | +60.9% | -76.4% | -24.9% |
| 1Y | -24.9% | +115.0% | -139.9% | -38.5% |
| 3Y | -7.8% | +37.0% | -44.8% | -18.7% |
| 5Y | +8.4% | -53.1% | +61.5% | +20.2% |
| 10Y | +226.8% | +27.6% | +199.2% | +183.8% |
| All | +226.8% | +28.5% | +198.3% | +183.8% |
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 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