+4,429.5%
UNP vs ILMN
+1,401.8%
+3,027.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.3% |
| 7D | -5.3% | +1.2% | -6.6% | -5.5% |
| 30D | -1.5% | +9.2% | -10.7% | -2.6% |
| 3M | +10.3% | +29.8% | -19.6% | +6.9% |
| 6M | +9.7% | +69.2% | -59.5% | +2.9% |
| YTD | +27.1% | +66.4% | -39.3% | +19.2% |
| 1Y | +32.6% | +123.4% | -90.8% | +19.5% |
| 3Y | +40.0% | +33.2% | +6.8% | +31.6% |
| 5Y | +50.8% | -52.0% | +102.8% | +55.2% |
| 10Y | +278.6% | +33.6% | +245.0% | +241.9% |
| All | +4,429.5% | +1,401.8% | +3,027.7% | +2,725.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling