-39.0%
U vs ILMN
-24.8%
-14.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.1% |
| 7D | -3.8% | +1.2% | -5.0% | -4.5% |
| 30D | +17.5% | +9.2% | +8.3% | +10.2% |
| 3M | +38.7% | +29.8% | +8.9% | +16.0% |
| 6M | +104.4% | +69.2% | +35.2% | +43.7% |
| YTD | -5.7% | +66.4% | -72.1% | -33.3% |
| 1Y | +3.7% | +123.4% | -119.7% | -41.1% |
| 3Y | +12.3% | +33.2% | -20.8% | -15.4% |
| 5Y | -68.8% | -52.0% | -16.9% | -53.2% |
| All | -39.0% | -24.8% | -14.2% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling