+101.1%
UAL vs ILMN
+64.4%
+36.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.9% |
| 7D | +12.5% | -9.8% | +22.2% | +15.7% |
| 30D | +12.2% | -22.7% | +34.9% | +19.8% |
| 3M | -2.6% | +12.1% | -14.6% | -8.3% |
| 6M | +21.1% | +51.5% | -30.4% | +3.2% |
| YTD | +7.8% | +63.9% | -56.0% | -11.5% |
| 1Y | +25.4% | +76.6% | -51.2% | +0.5% |
| 3Y | +217.3% | +124.6% | +92.8% | +123.9% |
| 5Y | +132.9% | -42.7% | +175.6% | +138.8% |
| 10Y | +101.1% | +59.7% | +41.5% | +52.7% |
| All | +101.1% | +64.4% | +36.7% | +52.7% |
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