+189.3%
ALAB vs ILMN
+61.2%
+128.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -8.2% | -11.4% | -16.6% |
| 7D | -38.2% | -28.3% | -9.9% | -30.3% |
| 30D | -54.0% | -24.0% | -30.0% | -48.9% |
| 3M | -43.6% | +4.1% | -47.7% | -43.9% |
| 6M | -16.8% | +49.6% | -66.4% | -25.8% |
| YTD | +7.9% | +58.6% | -50.7% | -7.2% |
| 1Y | -1.4% | +69.9% | -71.2% | -17.2% |
| All | +189.3% | +61.2% | +128.2% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling