+71.2%
UBER vs ILMN
-28.0%
+99.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.2% | +2.5% |
| 7D | +6.7% | -2.6% | +9.2% | +7.3% |
| 30D | -0.5% | -20.6% | +20.2% | +6.4% |
| 3M | -5.1% | +17.5% | -22.6% | -13.6% |
| 6M | -5.7% | +55.6% | -61.3% | -23.6% |
| YTD | -12.9% | +68.3% | -81.2% | -32.4% |
| 1Y | -22.6% | +81.1% | -103.7% | -41.9% |
| 3Y | +42.2% | +112.2% | -70.0% | -9.5% |
| 5Y | +56.4% | -42.6% | +99.0% | +82.2% |
| All | +71.2% | -28.0% | +99.2% | +24.9% |
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