+20.9%
NDAQ vs ILMN
+53.3%
-32.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.2% |
| 7D | +0.8% | -9.7% | +10.5% | +0.9% |
| 30D | +16.5% | -20.4% | +36.9% | +16.4% |
| 3M | +13.5% | +10.0% | +3.5% | +11.3% |
| 6M | +20.9% | +49.5% | -28.6% | +14.9% |
| All | +20.9% | +53.3% | -32.4% | +14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling