+47.7%
AMGN vs ILMN
+79.5%
-31.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.5% | +0.8% |
| 7D | 0.0% | -2.6% | +2.5% | 0.0% |
| 30D | +12.1% | -20.6% | +32.8% | +13.4% |
| 3M | +13.9% | +17.5% | -3.6% | +10.8% |
| 6M | +42.1% | +55.6% | -13.5% | +36.2% |
| YTD | +45.0% | +68.3% | -23.3% | +39.9% |
| All | +47.7% | +79.5% | -31.8% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling