-48.0%
USAR vs ILMN
+74.0%
-122.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.5% | +8.4% | +9.9% |
| 7D | -14.5% | -9.7% | -4.8% | -10.9% |
| 30D | -37.8% | -20.4% | -17.4% | -32.3% |
| 3M | -52.8% | +10.0% | -62.8% | -54.2% |
| 6M | -71.2% | +49.5% | -120.7% | -76.2% |
| YTD | -30.9% | +62.5% | -93.4% | -52.4% |
| 1Y | -48.0% | +76.0% | -124.0% | -68.1% |
| All | -48.0% | +74.0% | -122.0% | -68.1% |
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