-62.0%
ALNY vs ILMN
+92.1%
-154.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +1.2% |
| 7D | -30.7% | -21.6% | -9.1% | -29.3% |
| 30D | -26.7% | -22.9% | -3.9% | -25.3% |
| 3M | -26.4% | +11.6% | -38.0% | -26.7% |
| 6M | -45.9% | +62.5% | -108.5% | -49.3% |
| YTD | -59.5% | +72.7% | -132.2% | -62.0% |
| 1Y | -62.0% | +93.9% | -155.8% | -63.8% |
| All | -62.0% | +92.1% | -154.1% | -63.8% |
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