-0.2%
W vs ILMN
+70.7%
-70.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.2% |
| 7D | -1.7% | +0.7% | -2.4% | -1.8% |
| 30D | +3.2% | -22.7% | +26.0% | +8.6% |
| 3M | +8.3% | +8.6% | -0.3% | +2.6% |
| 6M | +84.3% | +43.8% | +40.5% | +62.6% |
| YTD | +11.0% | +59.8% | -48.7% | -8.1% |
| 1Y | -0.2% | +71.8% | -72.0% | -24.1% |
| All | -0.2% | +70.7% | -70.9% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling