+288.4%
UNP vs ILMN
+59.3%
+229.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -2.1% | -6.0% | +3.9% | -1.1% |
| 30D | +7.3% | -23.0% | +30.3% | +11.2% |
| 3M | +3.6% | +10.4% | -6.8% | +0.5% |
| 6M | +15.8% | +49.4% | -33.6% | +6.3% |
| YTD | +32.6% | +62.3% | -29.8% | +18.9% |
| 1Y | +37.2% | +73.7% | -36.5% | +21.5% |
| 3Y | +52.6% | +122.5% | -69.9% | +23.8% |
| 5Y | +40.6% | -43.2% | +83.7% | +44.7% |
| 10Y | +288.4% | +59.0% | +229.5% | +218.3% |
| All | +288.4% | +59.3% | +229.2% | +218.3% |
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