+306.8%
SPOT vs ILMN
-4.3%
+311.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.3% |
| 7D | +1.0% | -9.8% | +10.8% | +3.8% |
| 30D | +14.6% | -22.7% | +37.3% | +21.3% |
| 3M | +18.4% | +12.1% | +6.4% | +10.1% |
| 6M | +45.1% | +51.5% | -6.4% | +21.2% |
| YTD | +4.4% | +63.9% | -59.5% | -16.1% |
| 1Y | -2.7% | +76.6% | -79.2% | -23.8% |
| 3Y | +254.6% | +124.6% | +130.0% | +126.8% |
| 5Y | +124.8% | -42.7% | +167.5% | +155.2% |
| All | +306.8% | -4.3% | +311.2% | +287.8% |
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