+313.3%
LOW vs ILMN
+61.7%
+251.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.2% | +2.6% |
| 7D | +6.4% | -2.6% | +9.0% | +6.7% |
| 30D | +25.6% | -20.6% | +46.2% | +30.4% |
| 3M | +4.6% | +17.5% | -12.9% | -1.2% |
| 6M | +2.5% | +55.6% | -53.1% | -9.5% |
| YTD | -1.6% | +68.3% | -70.0% | -15.5% |
| 1Y | +1.7% | +81.1% | -79.4% | -14.2% |
| 3Y | +29.4% | +112.2% | -82.7% | -0.2% |
| 5Y | +9.6% | -42.6% | +52.2% | +14.3% |
| 10Y | +313.3% | +70.5% | +242.9% | +253.6% |
| All | +313.3% | +61.7% | +251.6% | +253.6% |
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