+213.6%
RF vs ILMN
+54.3%
+159.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | +1.9% | -2.9% | +4.8% | +2.6% |
| 30D | +7.3% | -23.8% | +31.2% | +13.0% |
| 3M | -7.9% | +7.5% | -15.4% | -11.2% |
| 6M | +10.5% | +42.8% | -32.2% | -0.9% |
| YTD | +9.6% | +57.8% | -48.2% | -5.0% |
| 1Y | +20.3% | +72.6% | -52.3% | +1.9% |
| 3Y | +119.5% | +129.3% | -9.8% | +65.4% |
| 5Y | +48.2% | -44.5% | +92.7% | +53.6% |
| All | +213.6% | +54.3% | +159.3% | +155.3% |
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 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