+254.8%
SPOT vs ILMN
-6.0%
+260.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.7% | -1.5% |
| 7D | -2.9% | +1.9% | -4.7% | -3.4% |
| 30D | +8.3% | +12.3% | -4.0% | +3.9% |
| 3M | +5.1% | +33.5% | -28.5% | -5.2% |
| 6M | -6.5% | +69.4% | -75.8% | -22.7% |
| YTD | -9.0% | +60.9% | -69.9% | -23.9% |
| 1Y | -26.4% | +115.0% | -141.4% | -45.5% |
| 3Y | +240.0% | +37.0% | +203.0% | +178.9% |
| 5Y | +111.7% | -53.1% | +164.9% | +171.0% |
| All | +254.8% | -6.0% | +260.8% | +251.5% |
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