+99.1%
V vs ILMN
-46.1%
+145.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.3% |
| 7D | +2.2% | -9.7% | +11.9% | +3.4% |
| 30D | +13.6% | -20.4% | +34.0% | +16.2% |
| 3M | +14.3% | +10.0% | +4.3% | +11.7% |
| 6M | +33.1% | +49.5% | -16.4% | +24.3% |
| YTD | +21.2% | +62.5% | -41.3% | +11.3% |
| 1Y | +26.4% | +76.0% | -49.5% | +14.6% |
| 3Y | +77.6% | +94.2% | -16.6% | +52.1% |
| All | +99.1% | -46.1% | +145.2% | +117.6% |
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