-13.0%
UNH vs ILMN
+41.2%
-54.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.8% |
| 7D | +1.1% | +1.2% | -0.2% | +1.0% |
| 30D | -3.8% | +9.2% | -13.0% | -4.5% |
| 3M | +0.7% | +29.8% | -29.1% | -1.4% |
| 6M | +37.9% | +69.2% | -31.3% | +31.9% |
| YTD | +21.9% | +66.4% | -44.4% | +16.7% |
| 1Y | +31.4% | +123.4% | -92.0% | +22.7% |
| All | -13.0% | +41.2% | -54.1% | -20.1% |
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