+249.6%
ALAB vs ILMN
+71.1%
+178.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.6% | +10.1% | +12.3% |
| 7D | -5.6% | -2.6% | -3.0% | -4.0% |
| 30D | -36.6% | -20.6% | -16.0% | -30.7% |
| 3M | -35.1% | +17.5% | -52.6% | -37.9% |
| 6M | +8.5% | +55.6% | -47.1% | -4.7% |
| YTD | +30.4% | +68.3% | -38.0% | +9.8% |
| 1Y | +31.0% | +81.1% | -50.1% | +7.6% |
| All | +249.6% | +71.1% | +178.6% | +146.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling