+542.4%
QQQ vs ILMN
+56.2%
+486.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | +6.4% | +0.7% | +5.6% | +6.1% |
| 30D | -7.5% | -22.7% | +15.3% | -1.5% |
| 3M | -4.8% | +8.6% | -13.4% | -8.4% |
| 6M | -2.5% | +43.8% | -46.3% | -13.6% |
| YTD | +12.4% | +59.8% | -47.4% | -4.4% |
| 1Y | +11.3% | +71.8% | -60.5% | -7.3% |
| 3Y | +85.0% | +119.0% | -34.0% | +33.7% |
| 5Y | +79.6% | -43.8% | +123.5% | +94.8% |
| All | +542.4% | +56.2% | +486.2% | +437.6% |
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