+822.7%
QQQ vs ILMN
+1,379.0%
-556.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.2% |
| 7D | -1.5% | -9.8% | +8.2% | +0.2% |
| 30D | -10.2% | -22.7% | +12.6% | -6.4% |
| 3M | -6.3% | +12.1% | -18.4% | -8.9% |
| 6M | -4.9% | +51.5% | -56.4% | -12.6% |
| YTD | +10.2% | +63.9% | -53.6% | -0.7% |
| 1Y | +8.8% | +76.6% | -67.8% | -3.3% |
| 3Y | +81.4% | +124.6% | -43.2% | +49.7% |
| 5Y | +78.5% | -42.7% | +121.2% | +82.3% |
| 10Y | +523.8% | +59.7% | +464.1% | +431.3% |
| All | +822.7% | +1,379.0% | -556.3% | +321.2% |
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 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