+206.7%
UAL vs ILMN
+88.1%
+118.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.4% | +1.4% |
| 7D | +8.2% | -9.7% | +17.8% | +10.7% |
| 30D | +2.3% | -20.4% | +22.7% | +7.5% |
| 3M | -12.7% | +10.0% | -22.7% | -17.5% |
| 6M | +12.7% | +49.5% | -36.8% | -3.8% |
| YTD | +0.8% | +62.5% | -61.7% | -17.3% |
| 1Y | +17.8% | +76.0% | -58.2% | -6.0% |
| 3Y | +206.7% | +94.2% | +112.5% | +119.3% |
| All | +206.7% | +88.1% | +118.6% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling