+11.3%
QQQ vs ILMN
+70.7%
-59.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +6.4% | +0.7% | +5.6% | +6.2% |
| 30D | -7.5% | -22.7% | +15.3% | -4.5% |
| 3M | -4.8% | +8.6% | -13.4% | -5.4% |
| 6M | -2.5% | +43.8% | -46.3% | -6.1% |
| YTD | +12.4% | +59.8% | -47.4% | +5.4% |
| 1Y | +11.3% | +71.8% | -60.5% | +2.4% |
| All | +11.3% | +70.7% | -59.3% | +2.4% |
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 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