+209.8%
RF vs ILMN
+56.2%
+153.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +0.4% | +0.7% | -0.4% | +0.2% |
| 30D | +5.6% | -22.7% | +28.3% | +10.8% |
| 3M | -8.9% | +8.6% | -17.5% | -12.3% |
| 6M | +7.1% | +43.8% | -36.7% | -4.1% |
| YTD | +8.3% | +59.8% | -51.4% | -6.4% |
| 1Y | +16.8% | +71.8% | -55.0% | -0.9% |
| 3Y | +115.0% | +119.0% | -4.0% | +63.9% |
| 5Y | +46.4% | -43.8% | +90.2% | +51.3% |
| All | +209.8% | +56.2% | +153.6% | +151.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling