+20.7%
AKAM vs ILMN
+61.7%
-41.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.6% | -7.0% | -4.2% |
| 7D | -7.4% | -2.6% | -4.8% | -6.8% |
| 30D | -24.9% | -20.6% | -4.3% | -20.9% |
| 3M | -27.4% | +17.5% | -44.8% | -30.9% |
| 6M | -45.6% | +55.6% | -101.3% | -52.0% |
| YTD | -8.0% | +68.3% | -76.3% | -20.6% |
| 1Y | -4.1% | +81.1% | -85.2% | -18.8% |
| 3Y | -26.9% | +112.2% | -139.0% | -43.1% |
| 5Y | -26.6% | -42.6% | +16.0% | -24.1% |
| 10Y | +20.7% | +70.5% | -49.8% | -0.1% |
| All | +20.7% | +61.7% | -41.0% | -0.1% |
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