+50.4%
TER vs ILMN
-49.5%
+99.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -8.2% | -7.1% | -12.1% |
| 7D | -28.2% | -28.3% | +0.1% | -18.7% |
| 30D | -50.6% | -24.0% | -26.6% | -45.1% |
| 3M | -45.3% | +4.1% | -49.4% | -46.6% |
| 6M | -40.4% | +49.6% | -89.9% | -49.2% |
| YTD | +10.0% | +58.6% | -48.5% | -9.3% |
| 1Y | +13.6% | +69.9% | -56.3% | -8.8% |
| 3Y | +145.2% | +82.9% | +62.3% | +78.7% |
| 5Y | +50.4% | -47.6% | +98.0% | +79.7% |
| All | +50.4% | -49.5% | +99.8% | +79.7% |
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 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