+882.1%
QQQ vs ILMN
+1,401.8%
-519.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.5% |
| 7D | +0.4% | +1.2% | -0.9% | +0.1% |
| 30D | +0.2% | +9.2% | -8.9% | -1.5% |
| 3M | -2.8% | +29.8% | -32.7% | -7.5% |
| 6M | +18.0% | +69.2% | -51.2% | +6.9% |
| YTD | +17.3% | +66.4% | -49.1% | +6.1% |
| 1Y | +25.6% | +123.4% | -97.8% | +6.9% |
| 3Y | +93.7% | +33.2% | +60.6% | +76.0% |
| 5Y | +94.2% | -52.0% | +146.1% | +105.6% |
| 10Y | +557.9% | +33.6% | +524.2% | +475.4% |
| All | +882.1% | +1,401.8% | -519.7% | +350.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling