-51.2%
LULU vs ILMN
+127.6%
-178.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.6% | -15.8% | -17.1% |
| 7D | -16.7% | +1.2% | -17.9% | -16.8% |
| 30D | -18.5% | +9.2% | -27.7% | -19.8% |
| 3M | -19.5% | +29.8% | -49.3% | -23.5% |
| 6M | -41.9% | +69.2% | -111.1% | -47.4% |
| YTD | -51.6% | +66.4% | -118.0% | -56.1% |
| 1Y | -51.2% | +123.4% | -174.6% | -57.0% |
| All | -51.2% | +127.6% | -178.8% | -57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling