+1,057.8%
TER vs ILMN
+56.2%
+1,001.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.1% |
| 7D | +24.0% | +0.7% | +23.2% | +23.7% |
| 30D | -30.6% | -22.7% | -7.9% | -22.9% |
| 3M | -34.5% | +8.6% | -43.1% | -37.3% |
| 6M | -26.4% | +43.8% | -70.2% | -37.2% |
| YTD | +36.4% | +59.8% | -23.3% | +10.2% |
| 1Y | +47.4% | +71.8% | -24.4% | +15.6% |
| 3Y | +202.6% | +119.0% | +83.6% | +100.8% |
| 5Y | +83.9% | -43.8% | +127.7% | +107.4% |
| All | +1,057.8% | +56.2% | +1,001.6% | +869.1% |
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