+22.7%
USB vs ILMN
-49.5%
+72.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.2% | +6.1% | -0.9% |
| 7D | -1.5% | -28.3% | +26.8% | +3.1% |
| 30D | +4.3% | -24.0% | +28.3% | +8.1% |
| 3M | -6.1% | +4.1% | -10.1% | -7.9% |
| 6M | +9.4% | +49.6% | -40.2% | +0.6% |
| YTD | +15.2% | +58.6% | -43.4% | +4.0% |
| 1Y | +32.8% | +69.9% | -37.1% | +18.4% |
| 3Y | +91.3% | +82.9% | +8.4% | +61.9% |
| 5Y | +22.7% | -47.6% | +70.3% | +15.6% |
| All | +22.7% | -49.5% | +72.1% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling