+1,077.0%
TER vs ILMN
+59.3%
+1,017.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.9% | +9.2% | +8.7% |
| 7D | +5.9% | -6.0% | +11.9% | +9.1% |
| 30D | -30.8% | -23.0% | -7.7% | -23.0% |
| 3M | -29.9% | +10.4% | -40.4% | -33.4% |
| 6M | -27.5% | +49.4% | -76.9% | -39.1% |
| YTD | +37.5% | +62.3% | -24.9% | +10.4% |
| 1Y | +50.3% | +73.7% | -23.4% | +17.3% |
| 3Y | +204.9% | +122.5% | +82.4% | +101.0% |
| 5Y | +89.2% | -43.2% | +132.3% | +112.4% |
| 10Y | +1,077.0% | +59.0% | +1,018.0% | +883.7% |
| All | +1,077.0% | +59.3% | +1,017.7% | +883.7% |
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