+135.1%
ABBV vs ILMN
+118.2%
+16.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +1.3% | -2.9% | +4.1% | +1.5% |
| 30D | +4.7% | -23.8% | +28.5% | +6.4% |
| 3M | +18.3% | +7.5% | +10.9% | +16.6% |
| 6M | +43.4% | +42.8% | +0.6% | +37.7% |
| YTD | +33.0% | +57.8% | -24.8% | +26.3% |
| 1Y | +30.8% | +72.6% | -41.8% | +23.1% |
| 3Y | +135.1% | +129.3% | +5.8% | +116.9% |
| All | +135.1% | +118.2% | +16.9% | +116.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling