+40.4%
UNP vs ILMN
-44.2%
+84.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | +2.1% | +0.7% | +1.4% | +2.0% |
| 30D | +7.7% | -22.7% | +30.5% | +10.3% |
| 3M | +4.0% | +8.6% | -4.6% | +2.0% |
| 6M | +15.7% | +43.8% | -28.2% | +9.3% |
| YTD | +33.5% | +59.8% | -26.3% | +23.8% |
| 1Y | +38.9% | +71.8% | -32.8% | +27.6% |
| 3Y | +53.7% | +119.0% | -65.3% | +32.4% |
| 5Y | +40.4% | -43.8% | +84.3% | +34.3% |
| All | +40.4% | -44.2% | +84.7% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling