+45.5%
UNP vs ILMN
+88.1%
-42.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -2.8% |
| 7D | -4.6% | -9.7% | +5.1% | -3.7% |
| 30D | +5.6% | -20.4% | +26.0% | +7.5% |
| 3M | -1.3% | +10.0% | -11.3% | -3.4% |
| 6M | +9.2% | +49.5% | -40.2% | +3.2% |
| YTD | +27.3% | +62.5% | -35.2% | +18.4% |
| 1Y | +35.9% | +76.0% | -40.1% | +24.9% |
| 3Y | +45.5% | +94.2% | -48.7% | +25.4% |
| All | +45.5% | +88.1% | -42.6% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling