+571.7%
QQQ vs ILMN
+25.5%
+546.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.5% |
| 7D | +1.0% | -3.9% | +4.9% | +2.0% |
| 30D | -0.6% | +6.9% | -7.5% | -2.7% |
| 3M | +1.3% | +28.1% | -26.8% | -5.8% |
| 6M | +18.1% | +65.0% | -46.8% | +2.1% |
| YTD | +16.9% | +56.3% | -39.4% | +1.8% |
| 1Y | +24.0% | +108.7% | -84.7% | -1.9% |
| 3Y | +95.6% | +33.1% | +62.5% | +68.6% |
| 5Y | +94.5% | -54.1% | +148.6% | +125.4% |
| 10Y | +571.7% | +27.8% | +543.9% | +470.4% |
| All | +571.7% | +25.5% | +546.2% | +470.4% |
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