+284.9%
UPS vs ILMN
+1,401.8%
-1,116.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -2.9% | +1.2% | -4.1% | -3.0% |
| 30D | -3.5% | +9.2% | -12.7% | -4.5% |
| 3M | -5.7% | +29.8% | -35.6% | -8.4% |
| 6M | -4.4% | +69.2% | -73.6% | -9.7% |
| YTD | +8.0% | +66.4% | -58.4% | +1.9% |
| 1Y | +29.0% | +123.4% | -94.4% | +17.6% |
| 3Y | -27.7% | +33.2% | -60.9% | -31.5% |
| 5Y | -34.3% | -52.0% | +17.6% | -32.7% |
| 10Y | +37.8% | +33.6% | +4.2% | +26.8% |
| All | +284.9% | +1,401.8% | -1,116.9% | +160.7% |
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