-23.0%
AKAM vs ILMN
+118.2%
-141.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +2.8% | -2.9% | +5.7% | +3.4% |
| 30D | -6.9% | -23.8% | +16.9% | -1.2% |
| 3M | -31.8% | +7.5% | -39.3% | -33.6% |
| 6M | -47.0% | +42.8% | -89.8% | -52.0% |
| YTD | -2.1% | +57.8% | -60.0% | -13.9% |
| 1Y | -3.7% | +72.6% | -76.3% | -17.1% |
| 3Y | -23.0% | +129.3% | -152.4% | -39.1% |
| All | -23.0% | +118.2% | -141.3% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling