+29.4%
NDAQ vs ILMN
+92.1%
-62.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.9% | +7.5% | +3.0% |
| 7D | +3.9% | -21.6% | +25.5% | +6.3% |
| 30D | +19.0% | -22.9% | +41.9% | +21.8% |
| 3M | +17.6% | +11.6% | +6.0% | +12.9% |
| 6M | +21.0% | +62.5% | -41.6% | +6.1% |
| YTD | +14.1% | +72.7% | -58.6% | -1.6% |
| 1Y | +29.4% | +93.9% | -64.4% | +9.6% |
| All | +29.4% | +92.1% | -62.7% | +9.6% |
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