+26.4%
AKAM vs ILMN
+64.4%
-38.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +6.9% | +4.9% |
| 7D | -3.3% | -9.8% | +6.5% | -0.8% |
| 30D | -21.7% | -22.7% | +1.0% | -17.0% |
| 3M | -28.8% | +12.1% | -40.9% | -31.6% |
| 6M | -43.3% | +51.5% | -94.8% | -49.6% |
| YTD | -4.1% | +63.9% | -67.9% | -16.8% |
| 1Y | -3.9% | +76.6% | -80.5% | -18.2% |
| 3Y | -24.4% | +124.6% | -149.0% | -42.0% |
| 5Y | -23.8% | -42.7% | +19.0% | -21.2% |
| 10Y | +26.4% | +59.7% | -33.3% | +6.1% |
| All | +26.4% | +64.4% | -38.0% | +6.1% |
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