+42.5%
UBER vs ILMN
+88.1%
-45.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.7% | -0.7% |
| 7D | +5.1% | -9.7% | +14.8% | +6.7% |
| 30D | +0.2% | -20.4% | +20.6% | +3.4% |
| 3M | -2.7% | +10.0% | -12.7% | -6.3% |
| 6M | -13.4% | +49.5% | -62.8% | -21.9% |
| YTD | -16.1% | +62.5% | -78.6% | -25.9% |
| 1Y | -25.5% | +76.0% | -101.5% | -35.4% |
| 3Y | +42.5% | +94.2% | -51.7% | +20.1% |
| All | +42.5% | +88.1% | -45.6% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling