+72.2%
V vs ILMN
-51.8%
+124.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -1.7% | +1.2% | -2.9% | -1.9% |
| 30D | +2.0% | +9.2% | -7.2% | +0.6% |
| 3M | +17.4% | +29.8% | -12.5% | +12.9% |
| 6M | +17.5% | +69.2% | -51.7% | +8.6% |
| YTD | +7.6% | +66.4% | -58.8% | -0.7% |
| 1Y | +7.7% | +123.4% | -115.7% | -5.7% |
| 3Y | +54.7% | +33.2% | +21.5% | +44.4% |
| All | +72.2% | -51.8% | +124.0% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling