+207.4%
ALAB vs ILMN
+65.1%
+142.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.8% | +5.3% |
| 7D | -26.3% | -9.7% | -16.6% | -23.0% |
| 30D | -50.1% | -20.4% | -29.7% | -45.5% |
| 3M | -42.5% | +10.0% | -52.5% | -43.8% |
| 6M | -10.8% | +49.5% | -60.3% | -20.6% |
| YTD | +14.6% | +62.5% | -47.9% | -2.2% |
| 1Y | +17.1% | +76.0% | -58.9% | -2.9% |
| All | +207.4% | +65.1% | +142.3% | +119.5% |
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