+2,033.3%
O vs ILMN
+1,366.8%
+666.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.2% | -1.0% |
| 7D | +3.7% | -9.7% | +13.4% | +4.7% |
| 30D | +11.2% | -20.4% | +31.6% | +13.5% |
| 3M | -4.0% | +10.0% | -14.0% | -5.8% |
| 6M | -5.2% | +49.5% | -54.7% | -10.4% |
| YTD | +9.5% | +62.5% | -53.0% | +2.1% |
| 1Y | +10.6% | +76.0% | -65.4% | +2.2% |
| 3Y | +38.1% | +94.2% | -56.1% | +23.5% |
| 5Y | +10.2% | -46.3% | +56.5% | +11.4% |
| 10Y | +71.4% | +62.7% | +8.7% | +51.1% |
| All | +2,033.3% | +1,366.8% | +666.5% | +1,251.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling