+128.0%
ABBV vs ILMN
+88.1%
+39.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.9% |
| 7D | -1.2% | -9.7% | +8.5% | -0.5% |
| 30D | +8.0% | -20.4% | +28.4% | +9.4% |
| 3M | +20.2% | +10.0% | +10.2% | +18.3% |
| 6M | +44.0% | +49.5% | -5.5% | +37.8% |
| YTD | +31.3% | +62.5% | -31.2% | +24.5% |
| 1Y | +37.0% | +76.0% | -39.0% | +28.8% |
| 3Y | +128.0% | +94.2% | +33.8% | +107.1% |
| All | +128.0% | +88.1% | +39.9% | +107.1% |
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