+43.7%
UPS vs ILMN
+64.4%
-20.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.7% | +0.6% |
| 7D | +1.7% | -9.8% | +11.5% | +3.5% |
| 30D | +17.4% | -22.7% | +40.2% | +22.3% |
| 3M | +7.7% | +12.1% | -4.3% | +3.7% |
| 6M | +13.8% | +51.5% | -37.6% | +3.0% |
| YTD | +17.3% | +63.9% | -46.6% | +3.6% |
| 1Y | +27.2% | +76.6% | -49.4% | +10.6% |
| 3Y | -5.6% | +124.6% | -130.2% | -24.9% |
| 5Y | -33.5% | -42.7% | +9.2% | -32.6% |
| 10Y | +43.7% | +59.7% | -16.0% | +24.5% |
| All | +43.7% | +64.4% | -20.7% | +24.5% |
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