+348.9%
RF vs ILMN
+1,401.8%
-1,052.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.2% |
| 3M | +8.1% | +29.8% | -21.8% | +3.2% |
| 6M | +11.5% | +69.2% | -57.7% | +1.6% |
| YTD | +15.6% | +66.4% | -50.8% | +5.2% |
| 1Y | +15.7% | +123.4% | -107.7% | -0.5% |
| 3Y | +86.9% | +33.2% | +53.7% | +71.6% |
| 5Y | +89.8% | -52.0% | +141.8% | +98.5% |
| 10Y | +344.7% | +33.6% | +311.1% | +286.3% |
| All | +348.9% | +1,401.8% | -1,052.9% | +149.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling