+199.3%
URI vs ILMN
-43.3%
+242.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.6% | +3.3% | +6.0% |
| 7D | -4.0% | -2.6% | -1.5% | -3.4% |
| 30D | +6.8% | -20.6% | +27.4% | +12.3% |
| 3M | -2.8% | +17.5% | -20.3% | -8.3% |
| 6M | +20.9% | +55.6% | -34.8% | +5.6% |
| YTD | +40.2% | +68.3% | -28.1% | +18.5% |
| 1Y | +34.1% | +81.1% | -47.0% | +11.0% |
| 3Y | +164.1% | +112.2% | +52.0% | +96.8% |
| 5Y | +199.3% | -42.6% | +241.9% | +224.1% |
| All | +199.3% | -43.3% | +242.7% | +224.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling