-27.4%
U vs ILMN
-26.6%
-0.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -0.9% |
| 7D | +16.9% | -6.0% | +22.9% | +19.9% |
| 30D | +6.4% | -23.0% | +29.4% | +19.7% |
| 3M | +13.2% | +10.4% | +2.8% | +0.4% |
| 6M | +84.8% | +49.4% | +35.4% | +33.9% |
| YTD | +12.4% | +62.3% | -49.9% | -23.5% |
| 1Y | +19.8% | +73.7% | -53.9% | -22.0% |
| 3Y | +83.8% | +122.5% | -38.7% | -11.0% |
| 5Y | -72.7% | -43.2% | -29.6% | -64.5% |
| All | -27.4% | -26.6% | -0.7% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling