-49.8%
USAR vs ILMN
+92.1%
-142.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.9% | -1.0% | -4.0% |
| 7D | -21.8% | -21.6% | -0.2% | -14.8% |
| 30D | -39.9% | -22.9% | -17.1% | -34.4% |
| 3M | -52.5% | +11.6% | -64.1% | -54.4% |
| 6M | -67.9% | +62.5% | -130.5% | -74.6% |
| YTD | -31.1% | +72.7% | -103.8% | -53.5% |
| 1Y | -49.8% | +93.9% | -143.7% | -71.4% |
| All | -49.8% | +92.1% | -142.0% | -71.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling