+6.6%
AKAM vs ILMN
+1,366.8%
-1,360.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.5% | +4.3% | +6.1% |
| 7D | -10.4% | -9.7% | -0.7% | -7.8% |
| 30D | -20.6% | -20.4% | -0.2% | -15.8% |
| 3M | -29.9% | +10.0% | -39.9% | -32.5% |
| 6M | -31.9% | +49.5% | -81.4% | -39.8% |
| YTD | -4.8% | +62.5% | -67.3% | -18.3% |
| 1Y | +13.8% | +76.0% | -62.2% | -4.5% |
| 3Y | -23.4% | +94.2% | -117.5% | -40.2% |
| 5Y | -22.6% | -46.3% | +23.8% | -19.0% |
| 10Y | +26.3% | +62.7% | -36.5% | -8.5% |
| All | +6.6% | +1,366.8% | -1,360.2% | -78.3% |
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