-14.0%
ABT vs ILMN
+72.2%
-86.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.2% |
| 7D | -1.3% | -2.9% | +1.6% | -1.3% |
| 30D | +6.0% | -23.8% | +29.9% | +6.0% |
| 3M | -1.9% | +7.5% | -9.3% | -3.4% |
| 6M | +31.2% | +42.8% | -11.6% | +26.6% |
| YTD | -11.2% | +57.8% | -69.1% | -17.4% |
| 1Y | -14.0% | +72.6% | -86.6% | -23.5% |
| All | -14.0% | +72.2% | -86.2% | -23.5% |
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