-68.4%
U vs ILMN
-46.1%
-22.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +4.2% |
| 7D | +36.6% | -9.7% | +46.3% | +42.7% |
| 30D | +13.3% | -20.4% | +33.7% | +25.0% |
| 3M | +26.2% | +10.0% | +16.2% | +12.0% |
| 6M | +88.7% | +49.5% | +39.3% | +36.5% |
| YTD | +16.6% | +62.5% | -45.9% | -20.9% |
| 1Y | +29.0% | +76.0% | -47.0% | -17.0% |
| 3Y | +99.5% | +94.2% | +5.3% | +4.9% |
| All | -68.4% | -46.1% | -22.3% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling