-32.7%
UPS vs ILMN
-44.7%
+12.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | +3.8% | -2.9% | +6.7% | +4.3% |
| 30D | +17.4% | -23.8% | +41.2% | +22.0% |
| 3M | +8.2% | +7.5% | +0.7% | +5.0% |
| 6M | +17.9% | +42.8% | -24.8% | +8.3% |
| YTD | +18.7% | +57.8% | -39.1% | +6.1% |
| 1Y | +24.8% | +72.6% | -47.8% | +9.6% |
| 3Y | -4.5% | +129.3% | -133.9% | -24.0% |
| All | -32.7% | -44.7% | +12.0% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling