+92.6%
UAL vs ILMN
+60.6%
+32.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.4% | +1.3% |
| 7D | +8.2% | -9.7% | +17.8% | +11.1% |
| 30D | +2.3% | -20.4% | +22.7% | +8.2% |
| 3M | -12.7% | +10.0% | -22.7% | -17.4% |
| 6M | +12.7% | +49.5% | -36.8% | -3.6% |
| YTD | +0.8% | +62.5% | -61.7% | -17.0% |
| 1Y | +17.8% | +76.0% | -58.2% | -5.5% |
| 3Y | +206.7% | +94.2% | +112.5% | +126.0% |
| 5Y | +113.9% | -46.3% | +160.2% | +123.7% |
| All | +92.6% | +60.6% | +32.0% | +48.1% |
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 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