+23.5%
ADM vs ILMN
-43.8%
+67.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.3% | +2.4% |
| 7D | +0.1% | -6.0% | +6.1% | +0.5% |
| 30D | -11.8% | -23.0% | +11.2% | -10.5% |
| 3M | -11.3% | +10.4% | -21.7% | -12.7% |
| 6M | -10.0% | +49.4% | -59.4% | -13.7% |
| YTD | +25.9% | +62.3% | -36.4% | +19.6% |
| 1Y | +26.7% | +73.7% | -47.0% | +19.6% |
| 3Y | +8.1% | +122.5% | -114.4% | -1.8% |
| 5Y | +23.5% | -43.2% | +66.7% | +20.5% |
| All | +23.5% | -43.8% | +67.3% | +20.5% |
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 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