-20.3%
USAR vs ILMN
+118.2%
-138.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | -0.8% | -2.9% | +2.1% | -0.2% |
| 30D | -20.9% | -23.8% | +2.9% | -17.1% |
| 3M | -56.2% | +7.5% | -63.6% | -56.1% |
| 6M | -67.9% | +42.8% | -110.7% | -69.1% |
| YTD | -31.4% | +57.8% | -89.3% | -35.2% |
| 1Y | -45.1% | +72.6% | -117.7% | -48.3% |
| 3Y | -20.3% | +129.3% | -149.7% | -24.2% |
| All | -20.3% | +118.2% | -138.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling