+22.7%
UNH vs ILMN
+70.7%
-48.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +2.4% | +0.7% | +1.6% | +2.3% |
| 30D | +7.2% | -22.7% | +30.0% | +8.9% |
| 3M | +0.5% | +8.6% | -8.1% | -0.6% |
| 6M | +3.4% | +43.8% | -40.4% | -1.3% |
| YTD | +25.2% | +59.8% | -34.6% | +16.3% |
| 1Y | +22.7% | +71.8% | -49.1% | +9.4% |
| All | +22.7% | +70.7% | -48.0% | +9.4% |
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