+16.7%
U vs ILMN
+74.7%
-58.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.5% | -1.7% |
| 7D | +24.4% | -9.8% | +34.1% | +26.3% |
| 30D | +7.4% | -22.7% | +30.1% | +12.4% |
| 3M | +16.8% | +12.1% | +4.7% | +9.4% |
| 6M | +78.8% | +51.5% | +27.3% | +44.2% |
| YTD | +14.0% | +63.9% | -49.9% | -7.7% |
| 1Y | +16.7% | +76.6% | -59.8% | -7.4% |
| All | +16.7% | +74.7% | -58.0% | -7.4% |
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