+723.8%
SPY vs ILMN
+1,366.8%
-642.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | 0.0% |
| 7D | -2.7% | -9.7% | +7.0% | -1.5% |
| 30D | -5.4% | -20.4% | +15.0% | -2.9% |
| 3M | -4.1% | +10.0% | -14.1% | -6.0% |
| 6M | +0.7% | +49.5% | -48.8% | -5.4% |
| YTD | +8.7% | +62.5% | -53.8% | +0.5% |
| 1Y | +10.9% | +76.0% | -65.1% | +1.4% |
| 3Y | +75.0% | +94.2% | -19.2% | +54.2% |
| 5Y | +67.8% | -46.3% | +114.1% | +70.8% |
| 10Y | +312.9% | +62.7% | +250.1% | +262.1% |
| All | +723.8% | +1,366.8% | -642.9% | +368.8% |
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