+42.6%
UNP vs ILMN
+92.1%
-49.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.6% | +1.7% |
| 7D | +3.6% | -21.6% | +25.2% | +3.7% |
| 30D | +11.4% | -22.9% | +34.2% | +11.5% |
| 3M | +4.6% | +11.6% | -7.0% | +3.8% |
| 6M | +18.3% | +62.5% | -44.3% | +18.6% |
| YTD | +35.4% | +72.7% | -37.3% | +34.6% |
| 1Y | +42.6% | +93.9% | -51.2% | +40.5% |
| All | +42.6% | +92.1% | -49.5% | +40.5% |
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