+61.4%
T vs ILMN
+59.3%
+2.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.5% |
| 7D | +2.0% | -6.0% | +8.0% | +2.3% |
| 30D | -1.0% | -23.0% | +22.0% | +0.3% |
| 3M | -8.1% | +10.4% | -18.5% | -9.6% |
| 6M | -8.3% | +49.4% | -57.7% | -12.1% |
| YTD | -6.1% | +62.3% | -68.5% | -11.0% |
| 1Y | -7.4% | +73.7% | -81.1% | -12.8% |
| 3Y | +65.4% | +122.5% | -57.1% | +47.7% |
| 5Y | +57.6% | -43.2% | +100.8% | +63.7% |
| 10Y | +61.4% | +59.0% | +2.4% | +54.6% |
| All | +61.4% | +59.3% | +2.1% | +54.6% |
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 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