-54.2%
W vs ILMN
-46.1%
-8.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.9% |
| 7D | -3.6% | -9.7% | +6.1% | +2.0% |
| 30D | +7.0% | -20.4% | +27.4% | +19.7% |
| 3M | +7.4% | +10.0% | -2.6% | -4.9% |
| 6M | +69.3% | +49.5% | +19.8% | +21.3% |
| YTD | +11.3% | +62.5% | -51.2% | -27.1% |
| 1Y | +13.2% | +76.0% | -62.8% | -30.0% |
| 3Y | +142.0% | +94.2% | +47.9% | +24.4% |
| All | -54.2% | -46.1% | -8.1% | -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