+387.7%
V vs ILMN
+33.5%
+354.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | -1.7% | +1.2% | -2.9% | -2.0% |
| 30D | +2.0% | +9.2% | -7.2% | 0.0% |
| 3M | +17.4% | +29.8% | -12.5% | +10.7% |
| 6M | +17.5% | +69.2% | -51.7% | +4.3% |
| YTD | +7.6% | +66.4% | -58.8% | -4.7% |
| 1Y | +7.7% | +123.4% | -115.7% | -11.7% |
| 3Y | +54.7% | +33.2% | +21.5% | +38.0% |
| 5Y | +73.0% | -52.0% | +125.0% | +96.4% |
| All | +387.7% | +33.5% | +354.2% | +306.0% |
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