+1,340.7%
URI vs ILMN
+60.6%
+1,280.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.3% | +0.4% |
| 7D | -9.8% | -9.7% | -0.1% | -7.0% |
| 30D | +1.7% | -20.4% | +22.2% | +8.0% |
| 3M | -9.1% | +10.0% | -19.1% | -13.5% |
| 6M | +9.9% | +49.5% | -39.6% | -5.6% |
| YTD | +31.2% | +62.5% | -31.3% | +8.1% |
| 1Y | +25.9% | +76.0% | -50.0% | +1.1% |
| 3Y | +147.4% | +94.2% | +53.2% | +80.1% |
| 5Y | +179.7% | -46.3% | +226.1% | +206.0% |
| All | +1,340.7% | +60.6% | +1,280.1% | +1,094.5% |
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