+4,437.9%
UNP vs ILMN
+1,366.8%
+3,071.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -2.9% |
| 7D | -4.6% | -9.7% | +5.1% | -3.6% |
| 30D | +5.6% | -20.4% | +26.0% | +7.9% |
| 3M | -1.3% | +10.0% | -11.3% | -3.1% |
| 6M | +9.2% | +49.5% | -40.2% | +3.5% |
| YTD | +27.3% | +62.5% | -35.2% | +18.9% |
| 1Y | +35.9% | +76.0% | -40.1% | +25.8% |
| 3Y | +45.5% | +94.2% | -48.7% | +30.4% |
| 5Y | +36.0% | -46.3% | +82.3% | +37.3% |
| 10Y | +307.2% | +62.7% | +244.5% | +260.0% |
| All | +4,437.9% | +1,366.8% | +3,071.1% | +2,720.2% |
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 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