+232.9%
ABT vs ILMN
+61.7%
+171.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -0.1% |
| 7D | +0.3% | -2.6% | +2.9% | +0.6% |
| 30D | +11.6% | -20.6% | +32.3% | +15.5% |
| 3M | +3.1% | +17.5% | -14.3% | -1.8% |
| 6M | +32.8% | +55.6% | -22.8% | +19.0% |
| YTD | -9.6% | +68.3% | -77.9% | -21.0% |
| 1Y | -10.4% | +81.1% | -91.5% | -22.9% |
| 3Y | +25.8% | +112.2% | -86.3% | -1.3% |
| 5Y | -3.4% | -42.6% | +39.1% | +3.7% |
| 10Y | +232.9% | +70.5% | +162.4% | +161.8% |
| All | +232.9% | +61.7% | +171.2% | +161.8% |
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