+134.2%
UMC vs ILMN
+118.2%
+16.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | +11.2% | -2.9% | +14.1% | +11.9% |
| 30D | -28.0% | -23.8% | -4.2% | -24.1% |
| 3M | -20.5% | +7.5% | -28.0% | -21.8% |
| 6M | -1.6% | +42.8% | -44.3% | -7.8% |
| YTD | +99.4% | +57.8% | +41.5% | +83.6% |
| 1Y | +120.4% | +72.6% | +47.8% | +100.0% |
| 3Y | +134.2% | +129.3% | +4.9% | +94.3% |
| All | +134.2% | +118.2% | +16.0% | +94.3% |
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