+203.4%
URI vs ILMN
-51.8%
+255.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.0% |
| 7D | -2.0% | +1.2% | -3.2% | -2.3% |
| 30D | -12.9% | +9.2% | -22.1% | -15.1% |
| 3M | -6.7% | +29.8% | -36.6% | -13.3% |
| 6M | +19.0% | +69.2% | -50.2% | +2.6% |
| YTD | +25.5% | +66.4% | -40.8% | +7.9% |
| 1Y | +5.5% | +123.4% | -117.9% | -17.9% |
| 3Y | +111.3% | +33.2% | +78.1% | +83.1% |
| All | +203.4% | -51.8% | +255.2% | +256.1% |
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