+78.2%
O vs ILMN
+61.7%
+16.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.3% |
| 7D | +3.3% | -2.6% | +5.9% | +3.6% |
| 30D | +10.3% | -20.6% | +31.0% | +13.4% |
| 3M | -3.5% | +17.5% | -20.9% | -7.1% |
| 6M | -1.3% | +55.6% | -56.9% | -9.5% |
| YTD | +10.3% | +68.3% | -58.0% | -0.8% |
| 1Y | +10.4% | +81.1% | -70.7% | -2.0% |
| 3Y | +40.0% | +112.2% | -72.2% | +16.4% |
| 5Y | +12.4% | -42.6% | +54.9% | +16.3% |
| 10Y | +78.2% | +70.5% | +7.7% | +63.8% |
| All | +78.2% | +61.7% | +16.5% | +63.8% |
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 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