+75.9%
UBER vs ILMN
-31.2%
+107.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -2.2% |
| 7D | -2.8% | +1.9% | -4.7% | -3.5% |
| 30D | -2.5% | +12.3% | -14.8% | -7.0% |
| 3M | +4.4% | +33.5% | -29.2% | -7.5% |
| 6M | -2.7% | +69.4% | -72.0% | -21.8% |
| YTD | -10.5% | +60.9% | -71.4% | -27.3% |
| 1Y | -22.5% | +115.0% | -137.5% | -45.5% |
| 3Y | +54.8% | +37.0% | +17.8% | +24.8% |
| 5Y | +82.5% | -53.1% | +135.6% | +142.8% |
| All | +75.9% | -31.2% | +107.1% | +34.4% |
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 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