+307.5%
UPS vs ILMN
+1,366.8%
-1,059.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -4.9% | -2.7% |
| 7D | 0.0% | -9.7% | +9.7% | +1.0% |
| 30D | +17.3% | -20.4% | +37.8% | +19.6% |
| 3M | +6.6% | +10.0% | -3.4% | +4.8% |
| 6M | +12.0% | +49.5% | -37.5% | +6.6% |
| YTD | +14.4% | +62.5% | -48.1% | +7.5% |
| 1Y | +23.3% | +76.0% | -52.7% | +15.0% |
| 3Y | -9.6% | +94.2% | -103.8% | -17.9% |
| 5Y | -34.1% | -46.3% | +12.2% | -33.5% |
| 10Y | +49.5% | +62.7% | -13.2% | +35.1% |
| All | +307.5% | +1,366.8% | -1,059.2% | +175.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling