+5,012.1%
UNH vs ILMN
+1,401.8%
+3,610.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.8% |
| 7D | +1.1% | +1.2% | -0.2% | +0.9% |
| 30D | -3.8% | +9.2% | -13.0% | -4.8% |
| 3M | +0.7% | +29.8% | -29.1% | -2.2% |
| 6M | +37.9% | +69.2% | -31.3% | +29.9% |
| YTD | +21.9% | +66.4% | -44.4% | +14.8% |
| 1Y | +31.4% | +123.4% | -92.0% | +19.3% |
| 3Y | -11.4% | +33.2% | -44.6% | -16.5% |
| 5Y | +2.5% | -52.0% | +54.5% | +5.5% |
| 10Y | +242.9% | +33.6% | +209.3% | +211.4% |
| All | +5,012.1% | +1,401.8% | +3,610.3% | +3,387.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling