+44.3%
UPS vs ILMN
+61.7%
-17.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +1.8% |
| 7D | +1.1% | -2.6% | +3.7% | +1.5% |
| 30D | +17.3% | -20.6% | +38.0% | +21.6% |
| 3M | +7.9% | +17.5% | -9.6% | +2.9% |
| 6M | +13.7% | +55.6% | -41.9% | +2.4% |
| YTD | +17.2% | +68.3% | -51.2% | +3.0% |
| 1Y | +23.2% | +81.1% | -57.9% | +6.7% |
| 3Y | -5.9% | +112.2% | -118.0% | -24.2% |
| 5Y | -33.1% | -42.6% | +9.5% | -32.1% |
| 10Y | +44.3% | +70.5% | -26.2% | +24.3% |
| All | +44.3% | +61.7% | -17.4% | +24.3% |
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 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