+106.0%
ADM vs ILMN
+64.4%
+41.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.5% |
| 7D | -1.8% | -9.8% | +7.9% | -0.7% |
| 30D | -13.3% | -22.7% | +9.5% | -11.1% |
| 3M | -13.4% | +12.1% | -25.4% | -15.5% |
| 6M | -9.6% | +51.5% | -61.1% | -15.4% |
| YTD | +23.0% | +63.9% | -40.8% | +13.3% |
| 1Y | +27.4% | +76.6% | -49.2% | +16.1% |
| 3Y | +5.7% | +124.6% | -118.9% | -9.6% |
| 5Y | +22.1% | -42.7% | +64.8% | +25.2% |
| 10Y | +106.0% | +59.7% | +46.3% | +91.1% |
| All | +106.0% | +64.4% | +41.6% | +91.1% |
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