+637.1%
LULU vs ILMN
+843.6%
-206.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.8% | +3.6% |
| 7D | -12.6% | +1.9% | -14.4% | -13.1% |
| 30D | -19.7% | +12.3% | -32.0% | -23.1% |
| 3M | -12.2% | +33.5% | -45.8% | -21.1% |
| 6M | -39.3% | +69.4% | -108.7% | -49.8% |
| YTD | -50.3% | +60.9% | -111.3% | -58.5% |
| 1Y | -38.6% | +115.0% | -153.6% | -54.3% |
| 3Y | -74.0% | +37.0% | -111.0% | -78.3% |
| 5Y | -72.9% | -53.1% | -19.8% | -69.0% |
| 10Y | +56.2% | +27.6% | +28.6% | +19.7% |
| All | +637.1% | +843.6% | -206.5% | +67.9% |
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