+1,135.8%
URI vs ILMN
+54.3%
+1,081.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | +6.7% | -2.9% | +9.6% | +7.7% |
| 30D | +8.9% | -23.8% | +32.7% | +17.3% |
| 3M | +0.5% | +7.5% | -6.9% | -3.7% |
| 6M | +20.7% | +42.8% | -22.1% | +5.0% |
| YTD | +40.0% | +57.8% | -17.8% | +16.2% |
| 1Y | +34.4% | +72.6% | -38.2% | +8.2% |
| 3Y | +149.5% | +129.3% | +20.1% | +70.9% |
| 5Y | +205.6% | -44.5% | +250.1% | +230.1% |
| All | +1,135.8% | +54.3% | +1,081.5% | +851.3% |
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