+272.5%
RF vs ILMN
+60.6%
+211.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.8% | -0.9% |
| 7D | -0.9% | -9.7% | +8.8% | +1.1% |
| 30D | +6.0% | -20.4% | +26.4% | +10.5% |
| 3M | -8.9% | +10.0% | -18.9% | -12.6% |
| 6M | +2.3% | +49.5% | -47.1% | -9.2% |
| YTD | +7.6% | +62.5% | -54.9% | -7.4% |
| 1Y | +21.2% | +76.0% | -54.8% | +2.3% |
| 3Y | +108.5% | +94.2% | +14.4% | +63.9% |
| 5Y | +43.2% | -46.3% | +89.5% | +50.3% |
| All | +272.5% | +60.6% | +211.9% | +210.6% |
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