+3.0%
AKAM vs ILMN
+1,419.4%
-1,416.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.6% | -7.0% | -4.3% |
| 7D | -7.4% | -2.6% | -4.8% | -6.7% |
| 30D | -24.9% | -20.6% | -4.3% | -20.5% |
| 3M | -27.4% | +17.5% | -44.8% | -31.3% |
| 6M | -45.6% | +55.6% | -101.3% | -52.6% |
| YTD | -8.0% | +68.3% | -76.3% | -21.9% |
| 1Y | -4.1% | +81.1% | -85.2% | -20.2% |
| 3Y | -26.9% | +112.2% | -139.0% | -44.3% |
| 5Y | -26.6% | -42.6% | +16.0% | -24.6% |
| 10Y | +20.7% | +70.5% | -49.8% | -13.7% |
| All | +3.0% | +1,419.4% | -1,416.4% | -79.2% |
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 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