+35.0%
AKAM vs ILMN
+1,401.8%
-1,366.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | -2.1% | +1.2% | -3.3% | -2.4% |
| 30D | -13.9% | +9.2% | -23.1% | -16.1% |
| 3M | -33.8% | +29.8% | -63.7% | -38.7% |
| 6M | +2.2% | +69.2% | -67.0% | -12.0% |
| YTD | +20.6% | +66.4% | -45.8% | +3.8% |
| 1Y | +36.3% | +123.4% | -87.1% | +7.0% |
| 3Y | -0.1% | +33.2% | -33.3% | -13.2% |
| 5Y | -7.5% | -52.0% | +44.4% | +0.7% |
| 10Y | +90.2% | +33.6% | +56.6% | +45.1% |
| All | +35.0% | +1,401.8% | -1,366.8% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling