-11.8%
ABT vs ILMN
+74.5%
-86.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -1.1% |
| 7D | -5.4% | -6.0% | +0.6% | -5.4% |
| 30D | +8.0% | -23.0% | +31.0% | +8.0% |
| 3M | +0.2% | +10.4% | -10.2% | -1.3% |
| 6M | +34.1% | +49.4% | -15.3% | +29.5% |
| YTD | -10.6% | +62.3% | -72.9% | -16.4% |
| 1Y | -11.8% | +73.7% | -85.5% | -20.4% |
| All | -11.8% | +74.5% | -86.3% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling