+243.6%
UMC vs ILMN
+1,219.6%
-976.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.1% | +4.9% |
| 7D | +5.0% | +1.2% | +3.7% | +4.6% |
| 30D | +7.7% | +9.2% | -1.5% | +5.5% |
| 3M | +1.7% | +29.8% | -28.2% | -3.9% |
| 6M | +113.9% | +69.2% | +44.7% | +91.1% |
| YTD | +168.9% | +66.4% | +102.5% | +140.5% |
| 1Y | +207.2% | +123.4% | +83.8% | +156.5% |
| 3Y | +227.7% | +33.2% | +194.5% | +194.1% |
| 5Y | +118.0% | -52.0% | +170.0% | +133.9% |
| 10Y | +1,682.1% | +33.6% | +1,648.5% | +1,400.1% |
| All | +243.6% | +1,219.6% | -976.0% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling