-74.5%
U vs ILMN
-44.2%
-30.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.9% |
| 7D | +2.8% | +0.7% | +2.1% | +2.4% |
| 30D | +7.6% | -22.7% | +30.3% | +20.7% |
| 3M | +12.7% | +8.6% | +4.1% | +0.7% |
| 6M | +87.0% | +43.8% | +43.1% | +38.0% |
| YTD | +13.6% | +59.8% | -46.2% | -22.4% |
| 1Y | +25.3% | +71.8% | -46.5% | -18.4% |
| 3Y | +85.8% | +119.0% | -33.2% | -11.6% |
| 5Y | -74.5% | -43.8% | -30.7% | -63.2% |
| All | -74.5% | -44.2% | -30.2% | -63.2% |
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 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