+5,178.1%
URI vs ILMN
+1,401.8%
+3,776.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.9% |
| 7D | -2.0% | +1.2% | -3.2% | -2.2% |
| 30D | -12.9% | +9.2% | -22.1% | -14.7% |
| 3M | -6.7% | +29.8% | -36.6% | -12.0% |
| 6M | +19.0% | +69.2% | -50.2% | +5.8% |
| YTD | +25.5% | +66.4% | -40.8% | +11.4% |
| 1Y | +5.5% | +123.4% | -117.9% | -12.8% |
| 3Y | +111.3% | +33.2% | +78.1% | +90.1% |
| 5Y | +198.6% | -52.0% | +250.5% | +220.0% |
| 10Y | +1,179.9% | +33.6% | +1,146.3% | +996.5% |
| All | +5,178.1% | +1,401.8% | +3,776.3% | +2,337.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling