+50.3%
O vs ILMN
+28.5%
+21.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.1% |
| 7D | -0.6% | +1.9% | -2.5% | -0.9% |
| 30D | -2.0% | +12.3% | -14.2% | -3.9% |
| 3M | +3.0% | +33.5% | -30.5% | -2.0% |
| 6M | -3.6% | +69.4% | -73.0% | -12.1% |
| YTD | +12.1% | +60.9% | -48.9% | +2.7% |
| 1Y | +8.9% | +115.0% | -106.1% | -5.7% |
| 3Y | +30.3% | +37.0% | -6.7% | +19.0% |
| 5Y | +13.7% | -53.1% | +66.9% | +23.4% |
| 10Y | +50.3% | +27.6% | +22.7% | +30.4% |
| All | +50.3% | +28.5% | +21.8% | +30.4% |
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