+212.5%
ABT vs ILMN
+32.8%
+179.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.1% |
| 7D | -3.7% | +1.2% | -4.9% | -3.9% |
| 30D | +2.5% | +9.2% | -6.7% | +0.5% |
| 3M | +20.2% | +29.8% | -9.7% | +13.4% |
| 6M | -2.9% | +69.2% | -72.1% | -13.6% |
| YTD | -11.9% | +66.4% | -78.3% | -21.8% |
| 1Y | -16.5% | +123.4% | -139.9% | -31.3% |
| 3Y | +12.1% | +33.2% | -21.0% | +0.6% |
| 5Y | -7.4% | -52.0% | +44.6% | +5.7% |
| All | +212.5% | +32.8% | +179.7% | +152.8% |
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