-34.5%
UPS vs ILMN
-46.1%
+11.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -4.9% | -2.9% |
| 7D | 0.0% | -9.7% | +9.7% | +1.6% |
| 30D | +17.3% | -20.4% | +37.8% | +21.0% |
| 3M | +6.6% | +10.0% | -3.4% | +3.1% |
| 6M | +12.0% | +49.5% | -37.5% | +2.0% |
| YTD | +14.4% | +62.5% | -48.1% | +1.8% |
| 1Y | +23.3% | +76.0% | -52.7% | +8.0% |
| 3Y | -9.6% | +94.2% | -103.8% | -25.7% |
| All | -34.5% | -46.1% | +11.7% | -33.9% |
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