+43.7%
RF vs ILMN
-49.5%
+93.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.2% | +6.0% | -0.8% |
| 7D | -1.6% | -28.3% | +26.7% | +3.4% |
| 30D | +5.0% | -24.0% | +29.0% | +9.2% |
| 3M | -10.0% | +4.1% | -14.0% | -12.0% |
| 6M | +3.3% | +49.6% | -46.2% | -6.0% |
| YTD | +7.9% | +58.6% | -50.6% | -3.6% |
| 1Y | +21.2% | +69.9% | -48.6% | +6.7% |
| 3Y | +105.8% | +82.9% | +22.9% | +71.3% |
| 5Y | +43.7% | -47.6% | +91.3% | +40.0% |
| All | +43.7% | -49.5% | +93.2% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling