+216.6%
AMGN vs ILMN
+25.5%
+191.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.1% |
| 7D | -11.6% | -3.9% | -7.8% | -10.9% |
| 30D | -5.7% | +6.9% | -12.6% | -6.9% |
| 3M | +14.2% | +28.1% | -13.9% | +8.6% |
| 6M | +5.2% | +65.0% | -59.8% | -5.1% |
| YTD | +22.0% | +56.3% | -34.3% | +10.8% |
| 1Y | +43.6% | +108.7% | -65.1% | +22.3% |
| 3Y | +65.0% | +33.1% | +31.9% | +49.0% |
| 5Y | +112.0% | -54.1% | +166.2% | +134.7% |
| 10Y | +216.6% | +27.8% | +188.7% | +143.3% |
| All | +216.6% | +25.5% | +191.1% | +143.3% |
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