+200.6%
W vs ILMN
+33.9%
+166.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -8.2% | -0.1% | -4.0% |
| 7D | -5.6% | -28.3% | +22.7% | +10.6% |
| 30D | +7.5% | -24.0% | +31.5% | +21.6% |
| 3M | +5.4% | +4.1% | +1.3% | -1.2% |
| 6M | +79.4% | +49.6% | +29.8% | +37.3% |
| YTD | +12.9% | +58.6% | -45.7% | -18.4% |
| 1Y | +12.4% | +69.9% | -57.5% | -21.9% |
| 3Y | +128.5% | +82.9% | +45.6% | +44.5% |
| 5Y | -54.0% | -47.6% | -6.3% | -45.2% |
| 10Y | +248.8% | +58.8% | +189.9% | +206.5% |
| All | +200.6% | +33.9% | +166.6% | +171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling