+1,179.9%
URI vs ILMN
+33.5%
+1,146.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.1% |
| 7D | -2.0% | +1.2% | -3.2% | -2.4% |
| 30D | -12.9% | +9.2% | -22.1% | -15.5% |
| 3M | -6.7% | +29.8% | -36.6% | -14.5% |
| 6M | +19.0% | +69.2% | -50.2% | -0.1% |
| YTD | +25.5% | +66.4% | -40.8% | +5.0% |
| 1Y | +5.5% | +123.4% | -117.9% | -21.1% |
| 3Y | +111.3% | +33.2% | +78.1% | +79.5% |
| 5Y | +198.6% | -52.0% | +250.5% | +242.7% |
| All | +1,179.9% | +33.5% | +1,146.4% | +927.3% |
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