-13.0%
USAR vs ILMN
+21.4%
-34.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.6% | +2.9% | +5.9% |
| 7D | -1.1% | -2.6% | +1.5% | -0.5% |
| 30D | -30.3% | -20.6% | -9.6% | -27.7% |
| 3M | -54.7% | +17.5% | -72.1% | -55.3% |
| 6M | -67.5% | +55.6% | -123.1% | -69.1% |
| YTD | -26.4% | +68.3% | -94.7% | -30.9% |
| 1Y | -49.5% | +81.1% | -130.7% | -52.9% |
| 3Y | -14.5% | +112.2% | -126.6% | -19.7% |
| All | -13.0% | +21.4% | -34.4% | -18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling