+27.3%
V vs ILMN
+74.7%
-47.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.2% |
| 7D | +0.6% | -9.8% | +10.4% | +0.7% |
| 30D | +9.7% | -22.7% | +32.5% | +10.1% |
| 3M | +17.3% | +12.1% | +5.2% | +16.5% |
| 6M | +33.2% | +51.5% | -18.3% | +31.9% |
| YTD | +21.3% | +63.9% | -42.5% | +18.6% |
| 1Y | +27.3% | +76.6% | -49.2% | +22.0% |
| All | +27.3% | +74.7% | -47.4% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling