+50.0%
LULU vs ILMN
+28.7%
+21.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.3% |
| 7D | -1.6% | -5.4% | +3.8% | +0.2% |
| 30D | -18.1% | +7.0% | -25.1% | -20.3% |
| 3M | -18.8% | +24.2% | -43.0% | -25.3% |
| 6M | -39.2% | +69.9% | -109.1% | -50.0% |
| YTD | -52.4% | +57.4% | -109.8% | -60.1% |
| 1Y | -40.3% | +107.9% | -148.2% | -55.3% |
| 3Y | -75.1% | +37.1% | -112.2% | -79.3% |
| 5Y | -76.7% | -53.7% | -23.1% | -73.0% |
| All | +50.0% | +28.7% | +21.2% | +24.5% |
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