+2,183.6%
ALNY vs ILMN
+6,635.1%
-4,451.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +5.7% |
| 7D | -0.8% | -6.0% | +5.2% | +1.1% |
| 30D | -29.6% | -23.0% | -6.5% | -24.2% |
| 3M | -27.7% | +10.4% | -38.2% | -31.4% |
| 6M | -43.9% | +49.4% | -93.3% | -52.4% |
| YTD | -59.8% | +62.3% | -122.1% | -67.2% |
| 1Y | -64.6% | +73.7% | -138.3% | -71.9% |
| 3Y | -1.3% | +122.5% | -123.8% | -32.1% |
| 5Y | -7.6% | -43.2% | +35.5% | -4.4% |
| 10Y | +243.5% | +59.0% | +184.5% | +139.5% |
| All | +2,183.6% | +6,635.1% | -4,451.6% | +591.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling