+449.7%
V vs ILMN
+60.6%
+389.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.5% |
| 7D | +2.2% | -9.7% | +11.9% | +4.1% |
| 30D | +13.6% | -20.4% | +34.0% | +17.8% |
| 3M | +14.3% | +10.0% | +4.3% | +10.2% |
| 6M | +33.1% | +49.5% | -16.4% | +19.7% |
| YTD | +21.2% | +62.5% | -41.3% | +6.1% |
| 1Y | +26.4% | +76.0% | -49.5% | +8.6% |
| 3Y | +77.6% | +94.2% | -16.6% | +40.8% |
| 5Y | +102.6% | -46.3% | +148.9% | +121.0% |
| All | +449.7% | +60.6% | +389.1% | +358.5% |
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