-28.6%
U vs ILMN
-28.3%
-0.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -8.2% | +23.1% | +19.4% |
| 7D | +24.3% | -28.3% | +52.6% | +45.9% |
| 30D | +8.6% | -24.0% | +32.5% | +22.8% |
| 3M | +37.6% | +4.1% | +33.5% | +25.8% |
| 6M | +78.5% | +49.6% | +28.9% | +29.1% |
| YTD | +10.5% | +58.6% | -48.1% | -23.8% |
| 1Y | +15.2% | +69.9% | -54.7% | -24.0% |
| 3Y | +76.6% | +82.9% | -6.3% | -1.8% |
| 5Y | -67.9% | -47.6% | -20.3% | -56.4% |
| All | -28.6% | -28.3% | -0.3% | -16.6% |
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 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