+228.6%
ABT vs ILMN
+59.3%
+169.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.9% |
| 7D | -5.4% | -6.0% | +0.6% | -4.4% |
| 30D | +8.0% | -23.0% | +31.0% | +12.3% |
| 3M | +0.2% | +10.4% | -10.2% | -3.4% |
| 6M | +34.1% | +49.4% | -15.3% | +21.1% |
| YTD | -10.6% | +62.3% | -72.9% | -21.4% |
| 1Y | -11.8% | +73.7% | -85.5% | -23.6% |
| 3Y | +23.9% | +122.5% | -98.6% | -4.2% |
| 5Y | -5.1% | -43.2% | +38.0% | +1.7% |
| 10Y | +228.6% | +59.0% | +169.7% | +163.9% |
| All | +228.6% | +59.3% | +169.3% | +163.9% |
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 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