-4.2%
ABT vs ILMN
-46.1%
+41.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.7% | -3.5% |
| 7D | +3.5% | -9.7% | +13.2% | +4.5% |
| 30D | +12.0% | -20.4% | +32.4% | +14.2% |
| 3M | +2.5% | +10.0% | -7.6% | +0.1% |
| 6M | +29.1% | +49.5% | -20.4% | +20.8% |
| YTD | -10.1% | +62.5% | -72.6% | -17.2% |
| 1Y | -9.8% | +76.0% | -85.8% | -18.0% |
| 3Y | +23.3% | +94.2% | -70.9% | +6.6% |
| All | -4.2% | -46.1% | +41.9% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling