+105.5%
V vs ILMN
-43.3%
+148.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.6% |
| 7D | -0.8% | -2.6% | +1.8% | -0.6% |
| 30D | +9.5% | -20.6% | +30.2% | +12.1% |
| 3M | +16.7% | +17.5% | -0.8% | +13.0% |
| 6M | +32.9% | +55.6% | -22.7% | +23.6% |
| YTD | +21.1% | +68.3% | -47.2% | +10.7% |
| 1Y | +26.6% | +81.1% | -54.5% | +14.5% |
| 3Y | +78.4% | +112.2% | -33.8% | +50.5% |
| 5Y | +105.5% | -42.6% | +148.1% | +121.7% |
| All | +105.5% | -43.3% | +148.8% | +121.7% |
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