+27.5%
AGNC vs ILMN
-55.2%
+82.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.7% |
| 7D | -4.4% | -9.2% | +4.8% | -2.7% |
| 30D | -5.4% | +4.4% | -9.8% | -6.3% |
| 3M | +3.5% | +23.9% | -20.4% | -1.0% |
| 6M | +1.7% | +64.5% | -62.8% | -8.1% |
| YTD | +3.9% | +53.5% | -49.6% | -5.4% |
| 1Y | +13.8% | +110.8% | -96.9% | -3.8% |
| 3Y | +63.3% | +30.7% | +32.7% | +47.0% |
| 5Y | +27.5% | -54.8% | +82.3% | +25.1% |
| All | +27.5% | -55.2% | +82.6% | +25.1% |
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 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