+489.4%
NDAQ vs ILMN
+56.2%
+433.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.6% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | +16.2% | -22.7% | +39.0% | +21.2% |
| 3M | +14.0% | +8.6% | +5.3% | +10.2% |
| 6M | +22.3% | +43.8% | -21.6% | +10.9% |
| YTD | +13.0% | +59.8% | -46.8% | -0.3% |
| 1Y | +24.0% | +71.8% | -47.8% | +7.8% |
| 3Y | +117.1% | +119.0% | -1.9% | +70.6% |
| 5Y | +67.5% | -43.8% | +111.4% | +74.5% |
| All | +489.4% | +56.2% | +433.3% | +426.1% |
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