-26.3%
U vs ILMN
-26.0%
-0.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.5% | -0.7% |
| 7D | +24.4% | -9.8% | +34.1% | +30.2% |
| 30D | +7.4% | -22.7% | +30.1% | +20.6% |
| 3M | +16.8% | +12.1% | +4.7% | +2.8% |
| 6M | +78.8% | +51.5% | +27.3% | +28.5% |
| YTD | +14.0% | +63.9% | -49.9% | -22.8% |
| 1Y | +16.7% | +76.6% | -59.8% | -24.7% |
| 3Y | +86.4% | +124.6% | -38.2% | -10.3% |
| 5Y | -71.5% | -42.7% | -28.8% | -63.0% |
| All | -26.3% | -26.0% | -0.4% | -15.5% |
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 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