-53.3%
W vs ILMN
-43.7%
-9.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.1% | -2.1% |
| 7D | +1.1% | -9.8% | +10.9% | +7.3% |
| 30D | +6.4% | -22.7% | +29.2% | +21.6% |
| 3M | +9.0% | +12.1% | -3.1% | -4.4% |
| 6M | +69.8% | +51.5% | +18.3% | +20.8% |
| YTD | +12.1% | +63.9% | -51.8% | -27.0% |
| 1Y | 0.0% | +76.6% | -76.5% | -38.2% |
| 3Y | +160.3% | +124.6% | +35.8% | +19.9% |
| 5Y | -53.3% | -42.7% | -10.6% | -39.3% |
| All | -53.3% | -43.7% | -9.6% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling