+172.8%
W vs ILMN
+103.6%
+69.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +3.0% |
| 7D | +3.3% | -2.6% | +5.9% | +4.1% |
| 30D | +10.5% | -20.6% | +31.2% | +20.8% |
| 3M | +9.6% | +17.5% | -7.8% | -3.3% |
| 6M | +76.4% | +55.6% | +20.8% | +33.6% |
| YTD | +16.4% | +68.3% | -51.9% | -17.5% |
| 1Y | +9.3% | +81.1% | -71.8% | -25.9% |
| 3Y | +172.8% | +112.2% | +60.7% | +55.3% |
| All | +172.8% | +103.6% | +69.2% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling