+111.0%
AKAM vs ILMN
+25.5%
+85.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.9% | +7.7% | +5.5% |
| 7D | +5.4% | -3.9% | +9.3% | +6.3% |
| 30D | -5.9% | +6.9% | -12.8% | -7.6% |
| 3M | -19.6% | +28.1% | -47.7% | -24.7% |
| 6M | +8.5% | +65.0% | -56.5% | -4.5% |
| YTD | +26.9% | +56.3% | -29.4% | +12.6% |
| 1Y | +41.7% | +108.7% | -67.0% | +16.0% |
| 3Y | +5.8% | +33.1% | -27.3% | -6.9% |
| 5Y | -2.3% | -54.1% | +51.8% | +7.2% |
| 10Y | +111.0% | +27.8% | +83.1% | +77.2% |
| All | +111.0% | +25.5% | +85.5% | +77.2% |
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