+223.2%
UMC vs ILMN
+114.4%
+108.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.3% | +8.3% | +5.7% |
| 7D | +6.6% | +1.9% | +4.7% | +6.0% |
| 30D | +16.6% | +12.3% | +4.3% | +13.2% |
| 3M | +11.0% | +33.5% | -22.5% | +4.7% |
| 6M | +131.3% | +69.4% | +61.9% | +109.5% |
| YTD | +182.5% | +60.9% | +121.6% | +160.9% |
| All | +223.2% | +114.4% | +108.8% | +186.9% |
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 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