+495.1%
ABBV vs ILMN
+32.2%
+462.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.2% |
| 7D | +0.4% | +1.2% | -0.8% | +0.2% |
| 30D | +4.2% | +9.2% | -5.0% | +2.7% |
| 3M | +14.8% | +29.8% | -15.0% | +10.0% |
| 6M | +10.3% | +69.2% | -58.9% | +1.2% |
| YTD | +14.9% | +66.4% | -51.5% | +5.4% |
| 1Y | +24.1% | +123.4% | -99.3% | +7.7% |
| 3Y | +91.9% | +33.2% | +58.8% | +76.8% |
| 5Y | +176.0% | -52.0% | +228.0% | +200.6% |
| All | +495.1% | +32.2% | +462.9% | +377.8% |
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