+44.3%
UPS vs ILMN
+59.3%
-15.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -1.6% | -6.0% | +4.4% | -0.6% |
| 30D | +17.9% | -23.0% | +41.0% | +22.9% |
| 3M | +9.4% | +10.4% | -1.0% | +5.6% |
| 6M | +16.2% | +49.4% | -33.2% | +5.3% |
| YTD | +18.8% | +62.3% | -43.6% | +5.1% |
| 1Y | +26.1% | +73.7% | -47.6% | +10.0% |
| 3Y | -4.5% | +122.5% | -127.0% | -23.8% |
| 5Y | -33.2% | -43.2% | +10.0% | -32.2% |
| 10Y | +44.3% | +59.0% | -14.6% | +25.2% |
| All | +44.3% | +59.3% | -15.0% | +25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling