+71.7%
TER vs ILMN
-44.7%
+116.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.9% |
| 7D | +14.4% | -2.9% | +17.2% | +15.8% |
| 30D | -30.6% | -23.8% | -6.7% | -22.9% |
| 3M | -39.2% | +7.5% | -46.6% | -41.2% |
| 6M | -31.3% | +42.8% | -74.0% | -40.4% |
| YTD | +29.1% | +57.8% | -28.8% | +6.7% |
| 1Y | +47.4% | +72.6% | -25.2% | +17.7% |
| 3Y | +191.2% | +129.3% | +61.9% | +94.8% |
| All | +71.7% | -44.7% | +116.3% | +103.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling