+90.1%
RF vs ILMN
-51.8%
+141.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | +1.3% | +1.2% | +0.1% | +1.1% |
| 30D | -3.6% | +9.2% | -12.8% | -5.3% |
| 3M | +8.1% | +29.8% | -21.8% | +2.6% |
| 6M | +11.5% | +69.2% | -57.7% | +0.2% |
| YTD | +15.6% | +66.4% | -50.8% | +3.7% |
| 1Y | +15.7% | +123.4% | -107.7% | -3.2% |
| 3Y | +86.9% | +33.2% | +53.7% | +65.7% |
| All | +90.1% | -51.8% | +141.9% | +89.9% |
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