+458.8%
V vs ILMN
+59.3%
+399.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -2.3% | -6.0% | +3.7% | -1.2% |
| 30D | +9.5% | -23.0% | +32.6% | +14.4% |
| 3M | +17.5% | +10.4% | +7.1% | +13.2% |
| 6M | +32.2% | +49.4% | -17.3% | +18.8% |
| YTD | +22.3% | +62.3% | -40.0% | +7.0% |
| 1Y | +26.8% | +73.7% | -46.9% | +9.1% |
| 3Y | +77.5% | +122.5% | -45.0% | +35.6% |
| 5Y | +110.1% | -43.2% | +153.2% | +125.0% |
| 10Y | +458.8% | +59.0% | +399.8% | +357.2% |
| All | +458.8% | +59.3% | +399.5% | +357.2% |
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