-41.3%
ALNY vs ILMN
+127.6%
-169.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | +12.2% | +1.2% | +11.0% | +12.1% |
| 30D | +16.3% | +9.2% | +7.2% | +15.6% |
| 3M | -12.4% | +29.8% | -42.2% | -14.8% |
| 6M | -18.7% | +69.2% | -87.9% | -23.2% |
| YTD | -33.1% | +66.4% | -99.5% | -36.6% |
| 1Y | -41.3% | +123.4% | -164.7% | -45.0% |
| All | -41.3% | +127.6% | -169.0% | -45.0% |
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