+1,151.9%
URI vs ILMN
+56.2%
+1,095.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | +9.3% | +0.7% | +8.6% | +9.1% |
| 30D | +7.6% | -22.7% | +30.3% | +15.4% |
| 3M | +1.0% | +8.6% | -7.6% | -3.6% |
| 6M | +19.8% | +43.8% | -24.0% | +4.1% |
| YTD | +41.9% | +59.8% | -17.9% | +17.2% |
| 1Y | +33.4% | +71.8% | -38.4% | +7.6% |
| 3Y | +156.0% | +119.0% | +37.0% | +78.2% |
| 5Y | +209.5% | -43.8% | +253.4% | +233.1% |
| All | +1,151.9% | +56.2% | +1,095.7% | +860.1% |
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