+3,309.9%
V vs ILMN
+510.9%
+2,798.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.2% | +5.0% | -1.6% |
| 7D | +2.9% | -28.3% | +31.2% | +9.2% |
| 30D | +14.0% | -24.0% | +38.0% | +19.4% |
| 3M | +14.9% | +4.1% | +10.8% | +12.3% |
| 6M | +31.7% | +49.6% | -17.8% | +19.0% |
| YTD | +21.2% | +58.6% | -37.4% | +7.3% |
| 1Y | +25.3% | +69.9% | -44.6% | +9.2% |
| 3Y | +77.5% | +82.9% | -5.4% | +45.2% |
| 5Y | +102.6% | -47.6% | +150.2% | +110.9% |
| 10Y | +464.3% | +58.8% | +405.5% | +347.6% |
| All | +3,309.9% | +510.9% | +2,798.9% | +1,633.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling