+668.2%
USB vs ILMN
+1,401.8%
-733.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +1.4% | +1.2% | +0.2% | +1.3% |
| 30D | -1.3% | +9.2% | -10.5% | -2.6% |
| 3M | +15.2% | +29.8% | -14.6% | +11.1% |
| 6M | +18.8% | +69.2% | -50.4% | +10.4% |
| YTD | +21.0% | +66.4% | -45.4% | +12.3% |
| 1Y | +34.0% | +123.4% | -89.4% | +18.9% |
| 3Y | +95.3% | +33.2% | +62.2% | +82.4% |
| 5Y | +40.4% | -52.0% | +92.3% | +45.0% |
| 10Y | +107.3% | +33.6% | +73.7% | +83.8% |
| All | +668.2% | +1,401.8% | -733.6% | +350.3% |
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