+88.0%
AMGN vs ILMN
+41.2%
+46.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | +1.1% | +1.2% | -0.1% | +0.9% |
| 30D | +7.8% | +9.2% | -1.3% | +6.2% |
| 3M | +27.3% | +29.8% | -2.6% | +21.8% |
| 6M | +16.8% | +69.2% | -52.4% | +6.9% |
| YTD | +36.3% | +66.4% | -30.1% | +24.7% |
| 1Y | +60.4% | +123.4% | -63.0% | +38.6% |
| All | +88.0% | +41.2% | +46.9% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling