+106.0%
UMC vs ILMN
+74.7%
+31.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.8% |
| 7D | -8.3% | -9.8% | +1.5% | -5.5% |
| 30D | -34.5% | -22.7% | -11.8% | -30.2% |
| 3M | -20.0% | +12.1% | -32.0% | -22.6% |
| 6M | -0.7% | +51.5% | -52.2% | -10.5% |
| YTD | +94.7% | +63.9% | +30.9% | +83.8% |
| 1Y | +106.0% | +76.6% | +29.4% | +93.6% |
| All | +106.0% | +74.7% | +31.3% | +93.6% |
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