+96.6%
USB vs ILMN
+99.9%
-3.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.9% | +6.8% | +2.6% |
| 7D | +2.4% | -21.6% | +24.0% | +5.7% |
| 30D | +6.6% | -22.9% | +29.4% | +10.1% |
| 3M | -4.1% | +11.6% | -15.7% | -6.9% |
| 6M | +12.5% | +62.5% | -50.1% | +1.6% |
| YTD | +17.6% | +72.7% | -55.1% | +4.2% |
| 1Y | +36.5% | +93.9% | -57.4% | +17.9% |
| All | +96.6% | +99.9% | -3.3% | +57.4% |
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