+29.1%
ALNY vs ILMN
+37.1%
-7.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.6% |
| 7D | +5.7% | +1.9% | +3.8% | +5.3% |
| 30D | +18.7% | +12.3% | +6.4% | +15.9% |
| 3M | -11.0% | +33.5% | -44.5% | -17.0% |
| 6M | -18.9% | +69.4% | -88.2% | -28.5% |
| YTD | -34.6% | +60.9% | -95.5% | -41.9% |
| 1Y | -42.8% | +115.0% | -157.8% | -53.1% |
| 3Y | +29.1% | +37.0% | -7.9% | +10.0% |
| All | +29.1% | +37.1% | -7.9% | +10.0% |
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 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