+24.5%
ALAB vs ILMN
+92.1%
-67.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.9% | +0.5% | -2.9% |
| 7D | -24.9% | -21.6% | -3.3% | -19.2% |
| 30D | -38.4% | -22.9% | -15.5% | -33.7% |
| 3M | -38.3% | +11.6% | -49.9% | -38.2% |
| 6M | +10.9% | +62.5% | -51.6% | +8.0% |
| YTD | +34.2% | +72.7% | -38.5% | +23.2% |
| 1Y | +24.5% | +93.9% | -69.3% | +6.2% |
| All | +24.5% | +92.1% | -67.6% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling