+163.6%
W vs ILMN
+40.5%
+123.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.4% |
| 6M | +26.3% | +69.2% | -42.9% | -6.9% |
| YTD | -1.0% | +66.4% | -67.4% | -27.6% |
| 1Y | +20.1% | +123.4% | -103.3% | -28.3% |
| 3Y | +37.8% | +33.2% | +4.6% | +7.6% |
| 5Y | -63.7% | -52.0% | -11.7% | -53.6% |
| 10Y | +156.3% | +33.6% | +122.7% | +134.7% |
| All | +163.6% | +40.5% | +123.1% | +140.9% |
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