+32.9%
W vs ILMN
+33.7%
-0.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.4% |
| 7D | -4.2% | +1.2% | -5.4% | -4.8% |
| 30D | -7.6% | +9.2% | -16.7% | -12.3% |
| 3M | +37.2% | +29.8% | +7.3% | +18.3% |
| 6M | +26.3% | +69.2% | -42.9% | -7.0% |
| YTD | -1.0% | +66.4% | -67.4% | -27.8% |
| 1Y | +20.1% | +123.4% | -103.3% | -30.3% |
| All | +32.9% | +33.7% | -0.8% | +5.1% |
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 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