+91.0%
ABBV vs ILMN
+41.2%
+49.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.3% |
| 7D | +0.4% | +1.2% | -0.8% | +0.3% |
| 30D | +4.2% | +9.2% | -5.0% | +3.4% |
| 3M | +14.8% | +29.8% | -15.0% | +12.3% |
| 6M | +10.3% | +69.2% | -58.9% | +5.3% |
| YTD | +14.9% | +66.4% | -51.5% | +9.7% |
| 1Y | +24.1% | +123.4% | -99.3% | +14.7% |
| All | +91.0% | +41.2% | +49.9% | +71.4% |
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