-0.3%
SPOT vs ILMN
+92.1%
-92.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.9% | +9.5% | +4.5% |
| 7D | +16.6% | -21.6% | +38.1% | +16.2% |
| 30D | +29.9% | -22.9% | +52.8% | +29.8% |
| 3M | +31.3% | +11.6% | +19.7% | +24.5% |
| 6M | +43.2% | +62.5% | -19.3% | +26.0% |
| YTD | +8.1% | +72.7% | -64.6% | -9.0% |
| 1Y | -0.3% | +93.9% | -94.2% | -18.2% |
| All | -0.3% | +92.1% | -92.5% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling