+220.4%
W vs ILMN
+59.3%
+161.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.3% |
| 7D | -7.4% | -6.0% | -1.4% | -3.8% |
| 30D | +7.8% | -23.0% | +30.8% | +23.3% |
| 3M | +10.9% | +10.4% | +0.5% | -1.1% |
| 6M | +86.4% | +49.4% | +37.0% | +36.0% |
| YTD | +14.0% | +62.3% | -48.4% | -23.7% |
| 1Y | +3.5% | +73.7% | -70.2% | -33.8% |
| 3Y | +164.8% | +122.5% | +42.2% | +32.7% |
| 5Y | -53.1% | -43.2% | -9.9% | -43.5% |
| 10Y | +220.4% | +59.0% | +161.5% | +153.6% |
| All | +220.4% | +59.3% | +161.2% | +153.6% |
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