+1,683.2%
TER vs ILMN
+33.5%
+1,649.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.0% | +6.1% |
| 7D | +0.6% | +1.2% | -0.6% | +0.1% |
| 30D | -8.3% | +9.2% | -17.5% | -11.8% |
| 3M | -12.2% | +29.8% | -42.1% | -21.2% |
| 6M | +17.1% | +69.2% | -52.1% | -5.0% |
| YTD | +84.7% | +66.4% | +18.3% | +48.7% |
| 1Y | +199.9% | +123.4% | +76.5% | +111.0% |
| 3Y | +232.8% | +33.2% | +199.6% | +174.7% |
| 5Y | +198.6% | -52.0% | +250.5% | +257.2% |
| All | +1,683.2% | +33.5% | +1,649.6% | +1,370.9% |
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