+296.4%
TER vs ILMN
+1,366.8%
-1,070.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.0% |
| 7D | -20.5% | -9.7% | -10.8% | -18.1% |
| 30D | -47.0% | -20.4% | -26.6% | -43.8% |
| 3M | -43.3% | +10.0% | -53.3% | -44.9% |
| 6M | -42.9% | +49.5% | -92.4% | -48.6% |
| YTD | +12.9% | +62.5% | -49.6% | -1.1% |
| 1Y | +18.2% | +76.0% | -57.8% | +1.5% |
| 3Y | +151.8% | +94.2% | +57.6% | +105.0% |
| 5Y | +54.2% | -46.3% | +100.5% | +66.5% |
| 10Y | +908.2% | +62.7% | +845.5% | +737.8% |
| All | +296.4% | +1,366.8% | -1,070.4% | +40.0% |
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