+322.4%
NET vs ILMN
+99.9%
+222.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | -1.2% |
| 7D | -16.4% | -21.6% | +5.2% | -10.6% |
| 30D | -25.8% | -22.9% | -3.0% | -20.5% |
| 3M | -11.5% | +11.6% | -23.1% | -14.4% |
| 6M | +18.9% | +62.5% | -43.6% | +3.0% |
| YTD | +35.2% | +72.7% | -37.5% | +14.2% |
| 1Y | +14.5% | +93.9% | -79.4% | -6.7% |
| All | +322.4% | +99.9% | +222.5% | +213.8% |
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