+24.7%
UAL vs ILMN
+74.5%
-49.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | +2.3% | -6.0% | +8.3% | +2.9% |
| 30D | +13.3% | -23.0% | +36.4% | +16.1% |
| 3M | -6.3% | +10.4% | -16.7% | -9.6% |
| 6M | +22.5% | +49.4% | -26.9% | +11.3% |
| YTD | +5.9% | +62.3% | -56.5% | -8.5% |
| 1Y | +24.7% | +73.7% | -49.0% | +2.8% |
| All | +24.7% | +74.5% | -49.9% | +2.8% |
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