-19.9%
USAR vs ILMN
+15.2%
-35.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.1% |
| 7D | +8.8% | +0.7% | +8.0% | +8.8% |
| 30D | -28.5% | -22.7% | -5.7% | -25.4% |
| 3M | -56.2% | +8.6% | -64.8% | -56.2% |
| 6M | -68.4% | +43.8% | -112.2% | -69.6% |
| YTD | -32.2% | +59.8% | -92.0% | -35.8% |
| 1Y | -52.3% | +71.8% | -124.1% | -55.0% |
| 3Y | -21.2% | +119.0% | -140.2% | -25.3% |
| All | -19.9% | +15.2% | -35.1% | -24.2% |
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