+74.9%
USAR vs ILMN
+20.0%
+54.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | -2.1% | +1.2% | -3.3% | -2.3% |
| 30D | +2.6% | +9.2% | -6.6% | +1.5% |
| 3M | -35.0% | +29.8% | -64.9% | -37.1% |
| 6M | -6.9% | +69.2% | -76.1% | -13.0% |
| YTD | +48.0% | +66.4% | -18.4% | +38.2% |
| 1Y | +24.8% | +123.4% | -98.6% | +14.8% |
| 3Y | +73.2% | +33.2% | +40.1% | +61.5% |
| All | +74.9% | +20.0% | +54.9% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling