+62.6%
NDAQ vs ILMN
-46.1%
+108.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.1% |
| 7D | +0.8% | -9.7% | +10.5% | +2.4% |
| 30D | +16.5% | -20.4% | +36.9% | +20.1% |
| 3M | +13.5% | +10.0% | +3.5% | +9.8% |
| 6M | +20.9% | +49.5% | -28.6% | +10.1% |
| YTD | +11.4% | +62.5% | -51.1% | -0.6% |
| 1Y | +25.9% | +76.0% | -50.1% | +10.7% |
| 3Y | +119.9% | +94.2% | +25.7% | +81.4% |
| All | +62.6% | -46.1% | +108.8% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling