+355.2%
T vs ILMN
+1,401.8%
-1,046.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.8% |
| 7D | -1.3% | +1.2% | -2.5% | -1.4% |
| 30D | +11.4% | +9.2% | +2.2% | +10.6% |
| 3M | +14.3% | +29.8% | -15.6% | +11.9% |
| 6M | -9.3% | +69.2% | -78.5% | -13.0% |
| YTD | +7.1% | +66.4% | -59.3% | +2.7% |
| 1Y | -9.1% | +123.4% | -132.5% | -15.0% |
| 3Y | +105.3% | +33.2% | +72.2% | +96.7% |
| 5Y | +66.8% | -52.0% | +118.8% | +70.1% |
| 10Y | +66.8% | +33.6% | +33.2% | +54.5% |
| All | +355.2% | +1,401.8% | -1,046.6% | +204.4% |
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