+160.1%
AMGN vs ILMN
-44.7%
+204.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +1.1% | -2.9% | +4.0% | +1.5% |
| 30D | +9.3% | -23.8% | +33.1% | +12.3% |
| 3M | +12.1% | +7.5% | +4.6% | +10.0% |
| 6M | +40.3% | +42.8% | -2.5% | +32.6% |
| YTD | +45.2% | +57.8% | -12.6% | +35.0% |
| 1Y | +42.4% | +72.6% | -30.2% | +30.8% |
| 3Y | +91.0% | +129.3% | -38.3% | +67.3% |
| All | +160.1% | -44.7% | +204.8% | +150.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling