+22.8%
LOW vs ILMN
+88.1%
-65.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.4% |
| 7D | +7.4% | -9.7% | +17.1% | +8.2% |
| 30D | +24.5% | -20.4% | +44.9% | +26.5% |
| 3M | +3.5% | +10.0% | -6.6% | +0.5% |
| 6M | -2.6% | +49.5% | -52.1% | -9.4% |
| YTD | -4.8% | +62.5% | -67.3% | -13.0% |
| 1Y | -0.8% | +76.0% | -76.8% | -10.4% |
| 3Y | +22.8% | +94.2% | -71.4% | +5.1% |
| All | +22.8% | +88.1% | -65.2% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling