+126.6%
ADM vs ILMN
+54.3%
+72.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.9% |
| 7D | +4.2% | -2.9% | +7.1% | +4.5% |
| 30D | -12.8% | -23.8% | +11.0% | -10.5% |
| 3M | -8.5% | +7.5% | -15.9% | -10.3% |
| 6M | -10.9% | +42.8% | -53.7% | -16.1% |
| YTD | +29.4% | +57.8% | -28.4% | +19.7% |
| 1Y | +27.5% | +72.6% | -45.1% | +16.5% |
| 3Y | +10.3% | +129.3% | -119.0% | -6.0% |
| 5Y | +27.4% | -44.5% | +71.9% | +31.0% |
| All | +126.6% | +54.3% | +72.4% | +112.3% |
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