+204.4%
ABT vs ILMN
+28.5%
+175.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -1.9% |
| 7D | -3.1% | +1.9% | -5.0% | -3.5% |
| 30D | -2.1% | +12.3% | -14.4% | -4.5% |
| 3M | +17.4% | +33.5% | -16.1% | +10.2% |
| 6M | -2.4% | +69.4% | -71.8% | -13.2% |
| YTD | -14.2% | +60.9% | -75.1% | -23.3% |
| 1Y | -18.3% | +115.0% | -133.3% | -32.2% |
| 3Y | +11.5% | +37.0% | -25.5% | -0.9% |
| 5Y | -9.9% | -53.1% | +43.3% | +3.3% |
| 10Y | +204.4% | +27.6% | +176.8% | +147.9% |
| All | +204.4% | +28.5% | +175.9% | +147.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling