+36.1%
ALNY vs ILMN
-54.6%
+90.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.1% |
| 7D | -3.5% | -3.9% | +0.4% | -2.6% |
| 30D | +18.9% | +6.9% | +12.0% | +16.7% |
| 3M | -13.3% | +28.1% | -41.4% | -19.8% |
| 6M | -20.3% | +65.0% | -85.2% | -31.4% |
| YTD | -35.1% | +56.3% | -91.4% | -43.7% |
| 1Y | -46.5% | +108.7% | -155.2% | -57.9% |
| 3Y | +28.1% | +33.1% | -5.0% | +10.8% |
| 5Y | +36.1% | -54.1% | +90.2% | +62.6% |
| All | +36.1% | -54.6% | +90.7% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling