+74.0%
UMC vs ILMN
-43.3%
+117.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.6% | +3.9% | +6.6% |
| 7D | -9.2% | -2.6% | -6.6% | -8.3% |
| 30D | -35.1% | -20.6% | -14.5% | -31.4% |
| 3M | -20.5% | +17.5% | -37.9% | -24.2% |
| 6M | -1.7% | +55.6% | -57.3% | -12.6% |
| YTD | +92.8% | +68.3% | +24.4% | +67.6% |
| 1Y | +104.5% | +81.1% | +23.4% | +74.5% |
| 3Y | +129.8% | +112.2% | +17.7% | +77.0% |
| 5Y | +74.0% | -42.6% | +116.6% | +100.7% |
| All | +74.0% | -43.3% | +117.3% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling