+18.4%
U vs ILMN
+92.1%
-73.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.9% | +9.8% | +6.1% |
| 7D | +7.5% | -21.6% | +29.0% | +13.9% |
| 30D | -7.0% | -22.9% | +15.8% | -1.3% |
| 3M | +20.6% | +11.6% | +9.0% | +12.8% |
| 6M | +53.2% | +62.5% | -9.4% | +16.6% |
| YTD | -3.9% | +72.7% | -76.6% | -28.5% |
| 1Y | +18.4% | +93.9% | -75.5% | -27.3% |
| All | +18.4% | +92.1% | -73.8% | -27.3% |
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