+86.7%
QQQ vs ILMN
+103.6%
-16.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | 0.0% | +3.0% |
| 7D | -0.3% | -2.6% | +2.3% | +0.1% |
| 30D | -9.6% | -20.6% | +11.1% | -6.7% |
| 3M | -5.9% | +17.5% | -23.4% | -8.7% |
| 6M | -4.3% | +55.6% | -59.9% | -11.1% |
| YTD | +11.0% | +68.3% | -57.4% | +1.3% |
| 1Y | +11.9% | +81.1% | -69.2% | +1.0% |
| 3Y | +86.7% | +112.2% | -25.5% | +61.2% |
| All | +86.7% | +103.6% | -16.9% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling