+119.8%
NDAQ vs ILMN
+135.0%
-15.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.7% |
| 7D | +2.9% | -9.8% | +12.6% | +4.0% |
| 30D | +17.5% | -22.7% | +40.2% | +20.6% |
| 3M | +15.4% | +12.1% | +3.4% | +12.0% |
| 6M | +24.6% | +51.5% | -26.9% | +15.1% |
| YTD | +14.4% | +63.9% | -49.4% | +4.1% |
| 1Y | +26.9% | +76.6% | -49.6% | +14.3% |
| 3Y | +119.8% | +124.6% | -4.8% | +86.9% |
| All | +119.8% | +135.0% | -15.2% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling