+5,355.4%
URI vs ILMN
+1,331.5%
+4,023.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -8.2% | +1.1% | -5.4% |
| 7D | -12.9% | -28.3% | +15.4% | -7.2% |
| 30D | -3.4% | -24.0% | +20.6% | +1.7% |
| 3M | -10.0% | +4.1% | -14.1% | -11.8% |
| 6M | +12.2% | +49.6% | -37.4% | +1.8% |
| YTD | +29.8% | +58.6% | -28.8% | +15.2% |
| 1Y | +24.6% | +69.9% | -45.3% | +9.0% |
| 3Y | +137.6% | +82.9% | +54.7% | +98.5% |
| 5Y | +176.6% | -47.6% | +224.2% | +188.9% |
| 10Y | +1,402.6% | +58.8% | +1,343.7% | +1,147.1% |
| All | +5,355.4% | +1,331.5% | +4,023.9% | +2,420.4% |
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