-24.4%
UBER vs ILMN
+79.5%
-103.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.2% | +3.3% |
| 7D | +6.7% | -2.6% | +9.2% | +6.8% |
| 30D | -0.5% | -20.6% | +20.2% | +1.9% |
| 3M | -5.1% | +17.5% | -22.6% | -10.6% |
| 6M | -5.7% | +55.6% | -61.3% | -17.2% |
| YTD | -12.9% | +68.3% | -81.2% | -24.5% |
| All | -24.4% | +79.5% | -103.9% | -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 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