+313.6%
AMGN vs ILMN
+68.9%
+244.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.5% | +0.4% |
| 7D | 0.0% | -2.6% | +2.5% | +0.3% |
| 30D | +12.1% | -20.6% | +32.8% | +16.2% |
| 3M | +13.9% | +17.5% | -3.6% | +9.0% |
| 6M | +42.1% | +55.6% | -13.5% | +28.4% |
| YTD | +45.0% | +68.3% | -23.3% | +28.1% |
| 1Y | +49.3% | +81.1% | -31.8% | +29.8% |
| 3Y | +92.8% | +112.2% | -19.4% | +56.5% |
| 5Y | +156.7% | -42.6% | +199.3% | +166.9% |
| All | +313.6% | +68.9% | +244.7% | +211.0% |
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 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