-2.7%
SPOT vs ILMN
+74.7%
-77.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.5% |
| 7D | +1.0% | -9.8% | +10.8% | +0.9% |
| 30D | +14.6% | -22.7% | +37.3% | +13.8% |
| 3M | +18.4% | +12.1% | +6.4% | +11.1% |
| 6M | +45.1% | +51.5% | -6.4% | +27.3% |
| YTD | +4.4% | +63.9% | -59.5% | -13.6% |
| 1Y | -2.7% | +76.6% | -79.2% | -22.6% |
| All | -2.7% | +74.7% | -77.4% | -22.6% |
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