+8.0%
U vs ILMN
+33.7%
-25.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | -3.8% | +1.2% | -5.0% | -4.3% |
| 30D | +17.5% | +9.2% | +8.3% | +12.6% |
| 3M | +38.7% | +29.8% | +8.9% | +22.9% |
| 6M | +104.4% | +69.2% | +35.2% | +60.8% |
| YTD | -5.7% | +66.4% | -72.1% | -25.3% |
| 1Y | +3.7% | +123.4% | -119.7% | -28.5% |
| All | +8.0% | +33.7% | -25.8% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling