-22.7%
U vs ILMN
-28.7%
+5.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.5% | +5.9% |
| 7D | +2.6% | -2.9% | +5.4% | +4.1% |
| 30D | +27.6% | -23.8% | +51.4% | +44.2% |
| 3M | +15.3% | +7.5% | +7.9% | +3.8% |
| 6M | +96.4% | +42.8% | +53.6% | +46.1% |
| YTD | +19.6% | +57.8% | -38.3% | -17.4% |
| 1Y | +42.1% | +72.6% | -30.5% | -7.4% |
| 3Y | +87.5% | +129.3% | -41.8% | -11.5% |
| 5Y | -73.1% | -44.5% | -28.6% | -64.6% |
| All | -22.7% | -28.7% | +5.9% | -9.6% |
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