-54.0%
USAR vs ILMN
+74.7%
-128.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.7% | -6.9% | -8.5% |
| 7D | -9.1% | -9.8% | +0.7% | -5.1% |
| 30D | -36.9% | -22.7% | -14.2% | -30.7% |
| 3M | -58.4% | +12.1% | -70.5% | -59.8% |
| 6M | -70.6% | +51.5% | -122.1% | -75.7% |
| YTD | -33.4% | +63.9% | -97.3% | -54.1% |
| 1Y | -54.0% | +76.6% | -130.6% | -71.1% |
| All | -54.0% | +74.7% | -128.8% | -71.1% |
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