+31.4%
UNH vs ILMN
+127.6%
-96.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.9% |
| 7D | +1.1% | +1.2% | -0.2% | +1.0% |
| 30D | -3.8% | +9.2% | -13.0% | -4.2% |
| 3M | +0.7% | +29.8% | -29.1% | -0.6% |
| 6M | +37.9% | +69.2% | -31.3% | +33.7% |
| YTD | +21.9% | +66.4% | -44.4% | +18.7% |
| 1Y | +31.4% | +123.4% | -92.0% | +28.7% |
| All | +31.4% | +127.6% | -96.3% | +28.7% |
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 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