+264.0%
SPOT vs ILMN
-2.8%
+266.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.7% |
| 7D | -0.9% | +1.2% | -2.1% | -1.3% |
| 30D | +12.5% | +9.2% | +3.3% | +8.9% |
| 3M | +9.9% | +29.8% | -19.9% | 0.0% |
| 6M | +1.6% | +69.2% | -67.6% | -16.0% |
| YTD | -6.6% | +66.4% | -73.0% | -22.8% |
| 1Y | -22.9% | +123.4% | -146.3% | -43.6% |
| 3Y | +244.3% | +33.2% | +211.1% | +187.1% |
| 5Y | +117.8% | -52.0% | +169.8% | +176.8% |
| All | +264.0% | -2.8% | +266.9% | +256.8% |
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 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