+231.0%
UNH vs ILMN
+61.7%
+169.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.3% |
| 7D | -0.7% | -2.6% | +1.9% | -0.4% |
| 30D | +4.8% | -20.6% | +25.5% | +8.0% |
| 3M | -1.7% | +17.5% | -19.2% | -5.1% |
| 6M | +5.9% | +55.6% | -49.7% | -2.6% |
| YTD | +22.8% | +68.3% | -45.5% | +11.0% |
| 1Y | +25.9% | +81.1% | -55.2% | +12.4% |
| 3Y | -21.4% | +112.2% | -133.6% | -34.3% |
| 5Y | -6.3% | -42.6% | +36.3% | -0.9% |
| 10Y | +231.0% | +70.5% | +160.5% | +179.6% |
| All | +231.0% | +61.7% | +169.3% | +179.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling