+117.8%
UAL vs ILMN
+33.5%
+84.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.0% |
| 7D | +0.7% | +1.2% | -0.5% | +0.3% |
| 30D | -16.1% | +9.2% | -25.3% | -18.6% |
| 3M | +6.1% | +29.8% | -23.7% | -2.6% |
| 6M | +10.8% | +69.2% | -58.4% | -6.3% |
| YTD | -0.4% | +66.4% | -66.8% | -16.3% |
| 1Y | +5.0% | +123.4% | -118.4% | -20.9% |
| 3Y | +124.0% | +33.2% | +90.8% | +90.2% |
| 5Y | +141.0% | -52.0% | +192.9% | +163.6% |
| All | +117.8% | +33.5% | +84.3% | +71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling