+444.2%
V vs ILMN
+61.7%
+382.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.8% |
| 7D | -0.8% | -2.6% | +1.8% | -0.4% |
| 30D | +9.5% | -20.6% | +30.2% | +13.7% |
| 3M | +16.7% | +17.5% | -0.8% | +11.0% |
| 6M | +32.9% | +55.6% | -22.7% | +18.6% |
| YTD | +21.1% | +68.3% | -47.2% | +5.2% |
| 1Y | +26.6% | +81.1% | -54.5% | +8.2% |
| 3Y | +78.4% | +112.2% | -33.8% | +38.3% |
| 5Y | +105.5% | -42.6% | +148.1% | +120.3% |
| 10Y | +444.2% | +70.5% | +373.8% | +343.6% |
| All | +444.2% | +61.7% | +382.5% | +343.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling