+36.2%
UPS vs ILMN
+28.5%
+7.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.1% |
| 7D | -2.1% | +1.9% | -4.0% | -2.5% |
| 30D | -2.3% | +12.3% | -14.6% | -4.6% |
| 3M | -5.2% | +33.5% | -38.8% | -10.6% |
| 6M | +1.4% | +69.4% | -68.0% | -9.0% |
| YTD | +6.1% | +60.9% | -54.8% | -4.2% |
| 1Y | +27.0% | +115.0% | -88.0% | +7.2% |
| 3Y | -25.9% | +37.0% | -62.9% | -33.7% |
| 5Y | -34.6% | -53.1% | +18.6% | -30.4% |
| 10Y | +36.2% | +27.6% | +8.6% | +18.1% |
| All | +36.2% | +28.5% | +7.7% | +18.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling