+55.5%
T vs ILMN
+60.6%
-5.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.3% | -1.0% |
| 7D | +1.0% | -9.7% | +10.7% | +1.6% |
| 30D | -10.6% | -20.4% | +9.8% | -9.7% |
| 3M | -7.7% | +10.0% | -17.8% | -9.2% |
| 6M | -13.3% | +49.5% | -62.8% | -16.9% |
| YTD | -8.8% | +62.5% | -71.3% | -13.5% |
| 1Y | -8.4% | +76.0% | -84.4% | -13.8% |
| 3Y | +59.6% | +94.2% | -34.5% | +45.1% |
| 5Y | +52.1% | -46.3% | +98.4% | +59.2% |
| All | +55.5% | +60.6% | -5.0% | +51.3% |
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