+1,060.5%
AXON vs ILMN
+59.3%
+1,001.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.5% |
| 7D | -25.6% | -6.0% | -19.6% | -24.3% |
| 30D | -23.9% | -23.0% | -0.9% | -18.3% |
| 3M | -50.4% | +10.4% | -60.8% | -53.2% |
| 6M | -20.0% | +49.4% | -69.4% | -31.9% |
| YTD | -44.5% | +62.3% | -106.8% | -54.4% |
| 1Y | -44.9% | +73.7% | -118.6% | -55.8% |
| 3Y | +44.7% | +122.5% | -77.8% | -3.3% |
| 5Y | +86.7% | -43.2% | +129.9% | +106.8% |
| 10Y | +1,060.5% | +59.0% | +1,001.5% | +875.0% |
| All | +1,060.5% | +59.3% | +1,001.2% | +875.0% |
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