+31.0%
O vs ILMN
+33.7%
-2.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | -0.7% | +1.2% | -2.0% | -0.9% |
| 30D | -1.9% | +9.2% | -11.1% | -2.7% |
| 3M | +3.8% | +29.8% | -26.0% | +1.3% |
| 6M | -4.7% | +69.2% | -74.0% | -9.4% |
| YTD | +12.5% | +66.4% | -53.9% | +6.9% |
| 1Y | +10.8% | +123.4% | -112.6% | +1.7% |
| All | +31.0% | +33.7% | -2.8% | +28.2% |
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