+17.1%
ALAB vs ILMN
+74.0%
-56.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.8% | +5.3% |
| 7D | -26.3% | -9.7% | -16.6% | -23.1% |
| 30D | -50.1% | -20.4% | -29.7% | -45.6% |
| 3M | -42.5% | +10.0% | -52.5% | -41.1% |
| 6M | -10.8% | +49.5% | -60.3% | -9.9% |
| YTD | +14.6% | +62.5% | -47.9% | +9.8% |
| 1Y | +17.1% | +76.0% | -58.9% | +9.3% |
| All | +17.1% | +74.0% | -56.9% | +9.3% |
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 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