+293.8%
UNP vs ILMN
+61.7%
+232.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +1.8% |
| 7D | -3.3% | -2.6% | -0.7% | -2.9% |
| 30D | +6.7% | -20.6% | +27.3% | +10.1% |
| 3M | +1.8% | +17.5% | -15.7% | -2.3% |
| 6M | +13.3% | +55.6% | -42.3% | +3.3% |
| YTD | +30.3% | +68.3% | -38.0% | +16.2% |
| 1Y | +36.9% | +81.1% | -44.2% | +20.4% |
| 3Y | +50.9% | +112.2% | -61.2% | +23.6% |
| 5Y | +37.9% | -42.6% | +80.5% | +42.2% |
| 10Y | +293.8% | +70.5% | +223.3% | +219.9% |
| All | +293.8% | +61.7% | +232.1% | +219.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling