+274.7%
UNP vs ILMN
+32.2%
+242.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.4% |
| 7D | -5.3% | +1.2% | -6.6% | -5.6% |
| 30D | -1.5% | +9.2% | -10.7% | -3.1% |
| 3M | +10.3% | +29.8% | -19.6% | +5.1% |
| 6M | +9.7% | +69.2% | -59.5% | -0.5% |
| YTD | +27.1% | +66.4% | -39.3% | +15.1% |
| 1Y | +32.6% | +123.4% | -90.8% | +12.7% |
| 3Y | +40.0% | +33.2% | +6.8% | +27.3% |
| 5Y | +50.8% | -52.0% | +102.8% | +63.0% |
| All | +274.7% | +32.2% | +242.5% | +202.2% |
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