+236.1%
ALNY vs ILMN
+28.7%
+207.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.3% |
| 7D | -6.5% | -5.4% | -1.2% | -4.9% |
| 30D | +11.0% | +7.0% | +4.0% | +8.4% |
| 3M | -14.1% | +24.2% | -38.3% | -21.1% |
| 6M | -22.4% | +69.9% | -92.3% | -36.2% |
| YTD | -37.5% | +57.4% | -94.9% | -47.6% |
| 1Y | -46.9% | +107.9% | -154.8% | -60.4% |
| 3Y | +22.1% | +37.1% | -15.1% | +0.5% |
| 5Y | +31.2% | -53.7% | +84.9% | +55.4% |
| All | +236.1% | +28.7% | +207.4% | +99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling