+25.6%
QQQ vs ILMN
+127.6%
-102.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.3% |
| 7D | +0.4% | +1.2% | -0.9% | +0.2% |
| 30D | +0.2% | +9.2% | -8.9% | -0.5% |
| 3M | -2.8% | +29.8% | -32.7% | -5.0% |
| 6M | +18.0% | +69.2% | -51.2% | +13.0% |
| YTD | +17.3% | +66.4% | -49.1% | +12.3% |
| 1Y | +25.6% | +123.4% | -97.8% | +18.3% |
| All | +25.6% | +127.6% | -102.1% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling