+293.0%
LOW vs ILMN
+54.3%
+238.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +1.4% | -2.9% | +4.3% | +2.0% |
| 30D | +21.7% | -23.8% | +45.5% | +27.4% |
| 3M | +5.0% | +7.5% | -2.4% | +1.1% |
| 6M | +4.6% | +42.8% | -38.2% | -6.0% |
| YTD | -3.5% | +57.8% | -61.3% | -16.0% |
| 1Y | +0.5% | +72.6% | -72.1% | -14.4% |
| 3Y | +24.8% | +129.3% | -104.5% | -5.9% |
| 5Y | +6.5% | -44.5% | +51.0% | +11.5% |
| All | +293.0% | +54.3% | +238.7% | +240.2% |
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 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