+243.6%
W vs ILMN
+61.7%
+181.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +2.4% |
| 7D | +3.3% | -2.6% | +5.9% | +4.4% |
| 30D | +10.5% | -20.6% | +31.2% | +24.1% |
| 3M | +9.6% | +17.5% | -7.8% | -5.9% |
| 6M | +76.4% | +55.6% | +20.8% | +25.5% |
| YTD | +16.4% | +68.3% | -51.9% | -23.8% |
| 1Y | +9.3% | +81.1% | -71.8% | -31.8% |
| 3Y | +172.8% | +112.2% | +60.7% | +41.0% |
| 5Y | -53.4% | -42.6% | -10.8% | -44.1% |
| 10Y | +243.6% | +70.5% | +173.2% | +162.6% |
| All | +243.6% | +61.7% | +181.9% | +162.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling