+2,698.7%
LOW vs ILMN
+1,401.8%
+1,296.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.5% |
| 7D | -1.7% | +1.2% | -3.0% | -1.9% |
| 30D | -7.0% | +9.2% | -16.2% | -8.2% |
| 3M | -0.9% | +29.8% | -30.7% | -4.5% |
| 6M | -20.1% | +69.2% | -89.3% | -25.8% |
| YTD | -13.9% | +66.4% | -80.3% | -20.1% |
| 1Y | -21.1% | +123.4% | -144.5% | -30.1% |
| 3Y | -6.6% | +33.2% | -39.8% | -13.0% |
| 5Y | +9.4% | -52.0% | +61.3% | +13.5% |
| 10Y | +220.5% | +33.6% | +186.9% | +188.6% |
| All | +2,698.7% | +1,401.8% | +1,296.9% | +1,482.0% |
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