-17.6%
UBER vs ILMN
+127.6%
-145.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -3.9% | +1.2% | -5.1% | -4.1% |
| 30D | +11.1% | +9.2% | +1.9% | +9.5% |
| 3M | +4.9% | +29.8% | -24.9% | +0.6% |
| 6M | -1.2% | +69.2% | -70.4% | -8.2% |
| YTD | -7.3% | +66.4% | -73.7% | -13.7% |
| 1Y | -17.6% | +123.4% | -141.0% | -24.4% |
| All | -17.6% | +127.6% | -145.3% | -24.4% |
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