+2,257.7%
ALNY vs ILMN
+6,447.9%
-4,190.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +5.7% |
| 7D | +5.8% | -2.9% | +8.7% | +6.8% |
| 30D | -26.5% | -23.8% | -2.6% | -20.6% |
| 3M | -27.3% | +7.5% | -34.8% | -30.4% |
| 6M | -43.4% | +42.8% | -86.1% | -51.3% |
| YTD | -58.5% | +57.8% | -116.3% | -65.9% |
| 1Y | -63.6% | +72.6% | -136.3% | -71.0% |
| 3Y | 0.0% | +129.3% | -129.3% | -31.9% |
| 5Y | -3.4% | -44.5% | +41.1% | +0.7% |
| 10Y | +254.6% | +54.5% | +200.1% | +149.4% |
| All | +2,257.7% | +6,447.9% | -4,190.2% | +620.0% |
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 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