+94.5%
QQQ vs ILMN
-54.6%
+149.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.3% |
| 7D | +1.0% | -3.9% | +4.9% | +1.8% |
| 30D | -0.6% | +6.9% | -7.5% | -2.3% |
| 3M | +1.3% | +28.1% | -26.8% | -4.7% |
| 6M | +18.1% | +65.0% | -46.8% | +4.5% |
| YTD | +16.9% | +56.3% | -39.4% | +4.0% |
| 1Y | +24.0% | +108.7% | -84.7% | +1.6% |
| 3Y | +95.6% | +33.1% | +62.5% | +73.7% |
| 5Y | +94.5% | -54.1% | +148.6% | +144.4% |
| All | +94.5% | -54.6% | +149.1% | +144.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling