-21.3%
UNH vs ILMN
+88.1%
-109.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.6% |
| 7D | -3.2% | -9.7% | +6.5% | -2.4% |
| 30D | +4.8% | -20.4% | +25.2% | +6.4% |
| 3M | -1.8% | +10.0% | -11.8% | -3.0% |
| 6M | +8.6% | +49.5% | -40.9% | +4.3% |
| YTD | +21.8% | +62.5% | -40.7% | +15.9% |
| 1Y | +25.8% | +76.0% | -50.1% | +19.0% |
| 3Y | -21.3% | +94.2% | -115.5% | -26.4% |
| All | -21.3% | +88.1% | -109.4% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling