+346.9%
TER vs ILMN
+1,419.4%
-1,072.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.6% | +9.1% | +11.8% |
| 7D | -5.8% | -2.6% | -3.2% | -4.8% |
| 30D | -38.9% | -20.6% | -18.3% | -35.1% |
| 3M | -35.1% | +17.5% | -52.6% | -37.9% |
| 6M | -31.6% | +55.6% | -87.2% | -39.0% |
| YTD | +27.2% | +68.3% | -41.1% | +10.6% |
| 1Y | +35.2% | +81.1% | -45.9% | +15.4% |
| 3Y | +192.8% | +112.2% | +80.6% | +133.5% |
| 5Y | +72.4% | -42.6% | +115.0% | +83.3% |
| 10Y | +1,001.8% | +70.5% | +931.4% | +806.3% |
| All | +346.9% | +1,419.4% | -1,072.5% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling