+27.5%
UAL vs ILMN
+92.1%
-64.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.9% | +12.9% | +8.5% |
| 7D | +11.9% | -21.6% | +33.5% | +15.0% |
| 30D | +5.2% | -22.9% | +28.1% | +8.1% |
| 3M | -12.7% | +11.6% | -24.3% | -15.8% |
| 6M | +28.5% | +62.5% | -34.0% | +13.9% |
| YTD | +3.5% | +72.7% | -69.2% | -13.1% |
| 1Y | +27.5% | +93.9% | -66.3% | -4.1% |
| All | +27.5% | +92.1% | -64.6% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling