-8.4%
U vs ILMN
+121.2%
-129.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -3.8% | +1.2% | -5.0% | -4.1% |
| 30D | +17.5% | +9.2% | +8.3% | +14.0% |
| 3M | +38.7% | +29.8% | +8.9% | +26.1% |
| 6M | +104.4% | +69.2% | +35.2% | +68.5% |
| YTD | -5.7% | +66.4% | -72.1% | -21.0% |
| All | -8.4% | +121.2% | -129.6% | -28.0% |
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