+10.8%
UAL vs ILMN
+66.7%
-55.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.0% |
| 7D | +0.7% | +1.2% | -0.5% | +0.2% |
| 30D | -16.1% | +9.2% | -25.3% | -18.5% |
| 3M | +6.1% | +29.8% | -23.7% | -5.9% |
| 6M | +10.8% | +69.2% | -58.4% | -14.3% |
| All | +10.8% | +66.7% | -55.9% | -14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling