+602.6%
ABBV vs ILMN
+59.3%
+543.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | +0.1% | -6.0% | +6.1% | +0.9% |
| 30D | +5.6% | -23.0% | +28.6% | +9.0% |
| 3M | +18.7% | +10.4% | +8.3% | +15.6% |
| 6M | +47.4% | +49.4% | -2.0% | +36.7% |
| YTD | +33.0% | +62.3% | -29.4% | +21.0% |
| 1Y | +34.9% | +73.7% | -38.8% | +21.4% |
| 3Y | +135.2% | +122.5% | +12.7% | +95.5% |
| 5Y | +202.1% | -43.2% | +245.2% | +214.3% |
| 10Y | +602.6% | +59.0% | +543.6% | +460.7% |
| All | +602.6% | +59.3% | +543.3% | +460.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling