+33.4%
UBER vs ILMN
+118.2%
-84.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | +1.6% | -2.9% | +4.5% | +2.1% |
| 30D | +0.6% | -23.8% | +24.4% | +4.8% |
| 3M | -8.2% | +7.5% | -15.6% | -11.4% |
| 6M | -6.7% | +42.8% | -49.5% | -15.6% |
| YTD | -14.7% | +57.8% | -72.5% | -24.8% |
| 1Y | -24.1% | +72.6% | -96.7% | -34.4% |
| 3Y | +33.4% | +129.3% | -95.9% | +8.8% |
| All | +33.4% | +118.2% | -84.8% | +8.8% |
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