+199.9%
TER vs ILMN
+127.6%
+72.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.0% | +5.9% |
| 7D | +0.6% | +1.2% | -0.6% | +0.3% |
| 30D | -8.3% | +9.2% | -17.5% | -10.3% |
| 3M | -12.2% | +29.8% | -42.1% | -17.4% |
| 6M | +17.1% | +69.2% | -52.1% | +4.0% |
| YTD | +84.7% | +66.4% | +18.3% | +63.5% |
| 1Y | +199.9% | +123.4% | +76.5% | +154.7% |
| All | +199.9% | +127.6% | +72.3% | +154.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling